Testing for weak-form efficiency of crude palm oil spot and future markets : new evidence from a GARCH unit root test with multiple structural breaks
Hooi Hooi Lean and Russell Smyth
| Year of publication: |
2015
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|---|---|
| Authors: | Hooi Hooi Lean ; Smyth, Russell |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 47.2015, 16/18, p. 1710-1721
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| Subject: | unit root | future markets | heteroscedasticity | efficiency market hypothesis | Einheitswurzeltest | Unit root test | Strukturbruch | Structural break | Effizienzmarkthypothese | Efficient market hypothesis | Schätzung | Estimation | Rohstoffderivat | Commodity derivative | ARCH-Modell | ARCH model | Palmöl | Palm oil | Theorie | Theory | Zeitreihenanalyse | Time series analysis |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010511983