Long memory and structural breaks in commodity futures markets

Journal of Futures Markets

Volumn 31, Issue 11, 2011, Pages 1076-1113

  Coakley, Jerry ^a   Dollery, Jian ^a   Kellard, Neil ^b  

^a UNIVERSITY OF ESSEX   (United Kingdom)

^b BRADFORD UNIVERSITY SCHOOL OF MANAGEMENT   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 80052415372     PISSN: 02707314     EISSN: 10969934     Source Type: Journal    
DOI: 10.1002/fut.20502     Document Type: Article

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