Memory and equilibrium futures prices
- 1 June 1989
- journal article
- research article
- Published by Wiley in Journal of Futures Markets
- Vol. 9 (3) , 199-213
- https://doi.org/10.1002/fut.3990090303
Abstract
No abstract availableThis publication has 7 references indexed in Scilit:
- Trading Frictions and Futures Price MovementsJournal of Financial and Quantitative Analysis, 1988
- Unit Roots Tests: Evidence from the Foreign Exchange Futures MarketJournal of Financial and Quantitative Analysis, 1987
- Unit Roots in Time Series Models: Tests and ImplicationsThe American Statistician, 1986
- Memory in commodity futures contractsJournal of Futures Markets, 1984
- Futures Market Efficiency in the Soybean ComplexThe Review of Economics and Statistics, 1983
- Estimation for Autoregressive Processes with Unit RootsThe Annals of Statistics, 1979
- Markovian representation of stochastic processes and its application to the analysis of autoregressive moving average processesAnnals of the Institute of Statistical Mathematics, 1974