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Linear dependence, nonlinear dependence and petroleum futures market efficiency
Author(s) -
Fujihara Roger A.,
Mougoué Mbodja
Publication year - 1997
Publication title -
journal of futures markets
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.88
H-Index - 55
eISSN - 1096-9934
pISSN - 0270-7314
DOI - 10.1002/(sici)1096-9934(199702)17:1<75::aid-fut4>3.0.co;2-d
Subject(s) - futures contract , citation , state (computer science) , management , economics , library science , financial economics , computer science , algorithm