The Impact of Data Frequency On Stationarity Tests Of Commodity Futures Prices
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DOI: 10.22004/ag.econ.205569
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Other versions of this item:
- Xuedong Wu & Jeffrey H. Dorfman & Berna Karali, 2018. "The impact of data frequency on market efficiency tests of commodity futures prices," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 38(6), pages 696-714, June.
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Cited by:
- Mohanty, Sunil K. & Mishra, Sibanjan, 2020. "Regulatory reform and market efficiency: The case of Indian agricultural commodity futures markets," Research in International Business and Finance, Elsevier, vol. 52(C).
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Keywords
Agribusiness; Financial Economics; Research Methods/ Statistical Methods;Statistics
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