Long Agricultural Futures Prices: ARCH, Long Memory, or Chaos Processes?
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More about this item
Keywordsfutures markets; ARCH; chaos;
- Q - Agricultural and Natural Resource Economics; Environmental and Ecological Economics
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-1998-10-02 (All new papers)
- NEP-ETS-1998-10-02 (Econometric Time Series)
- NEP-FMK-1998-10-08 (Financial Markets)
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