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Efficiency of commodity futures: A vector autoregression analysis
Author(s) -
Canarella Giorgio,
Pollard Stephen K.
Publication year - 1985
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/fut.3990050107
Subject(s) - futures contract , state (computer science) , library science , citation , economics , financial economics , mathematics , computer science , algorithm
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