PERSISTENT DEPENDENCE IN GOLD PRICES
- 1 March 1982
- journal article
- Published by Wiley in Journal of Financial Research
- Vol. 5 (1) , 85-93
- https://doi.org/10.1111/j.1475-6803.1982.tb00628.x
Abstract
No abstract availableKeywords
This publication has 9 references indexed in Scilit:
- Gold and Silver Spot Prices and Market Information EfficiencyThe Financial Review, 1979
- Market Anticipations of Government Policies and the Price of GoldJournal of Political Economy, 1978
- Long-term dependence in common stock returnsJournal of Financial Economics, 1977
- Martingale, market efficiency and commodity pricesEuropean Economic Review, 1977
- Stochastic Modelling of Riverflow Time SeriesJournal of the Royal Statistical Society. Series A (General), 1977
- Finance & Development, December 1972Finance & Development, 1972
- When Can Price be Arbitraged Efficiently? A Limit to the Validity of the Random Walk and Martingale ModelsThe Review of Economics and Statistics, 1971
- Robustness of the rescaled range R/S in the measurement of noncyclic long run statistical dependenceWater Resources Research, 1969
- Distribution-Free Tests in Time-Series Based on the Breaking of RecordsJournal of the Royal Statistical Society Series B: Statistical Methodology, 1954