Non-linear dynamics in futures prices: evidence from the coffee, sugar and cocoa exchange

Author: Adrangi B.   Chatrath A.  

Publisher: Routledge Ltd

ISSN: 1466-4305

Source: Applied Financial Economics, Vol.13, Iss.4, 2003-01, pp. : 245-256

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract