Long Agricultural Futures Prices: ARCH, Long Memory, or Chaos Processes
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Publisher
Elsevier BV
Reference47 articles.
1. The Aggregation-Theoretic Monetary Aggregates Are Chaotic and Have Strange Attractor: An Econometric Application of Mathematical Chaos;W A Barnett;Journal of Economic Perspective,1988
2. On ARCH Models: Properties, Estimation, and Testing;A Bera;In: Surveys in Econometrics,1995
3. Chaos' in Futures Markets: A Nonlinear Dynamically Analysis;S C Blank;The Journal of Futures Markets,1991
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