Adaptive market efficiency of agricultural commodity futures contracts

Author:

Coronado Ramírez Semei,Celso Arellano Pedro Luis,Rojas Omar

Publisher

Universidad Nacional Autonoma de Mexico

Subject

General Business, Management and Accounting

Reference53 articles.

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4. Is the US stock market becoming weakly efficient over time?;Alvarez-Ramirez;Evidence from 80-year-long data. Physica A: Statistical Mechanics and Its Applications,2012

5. GARCH time-series models: an application to retail livestock prices;Aradhyula;Western Journal of Agricultural Economics,1988

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