Test of the efficiency of commodity futures in a multi-contract framework
Year of publication: |
1987
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Authors: | Canarella, Giorgio ; Pollard, Stephen K. |
Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 12.1987, 2, p. 67-78
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Subject: | Terminhandel | Waren | Rohstoffderivat | Commodity derivative | Warenbörse | Commodity exchange | Effizienzmarkthypothese | Efficient market hypothesis | Schätzung | Estimation |
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