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Memory in Commodity Futures Prices in Canada: Using Akaike Information Criterion Under Heteroskedasticity
Author(s) -
Rahman Abdul H.
Publication year - 1987
Publication title -
canadian journal of agricultural economics/revue canadienne d'agroeconomie
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.505
H-Index - 37
eISSN - 1744-7976
pISSN - 0008-3976
DOI - 10.1111/j.1744-7976.1987.tb02186.x
Subject(s) - akaike information criterion , futures contract , citation , commodity , christian ministry , scopus , futures market , financial economics , economics , computer science , library science , statistics , political science , mathematics , finance , law , medline