Linear dependence, nonlinear dependence and petroleum futures market efficiency

Journal of Futures Markets

Volumn 17, Issue 1, 1997, Pages 75-99

  Fujihara, Roger A ^b   Mougoué, Mbodja ^a  

^a WAYNE STATE UNIVERSITY   (United States)

^b Acacia Group   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 8744257751     PISSN: 02707314     EISSN: None     Source Type: Journal    
DOI: 10.1002/(SICI)1096-9934(199702)17:1<75::AID-FUT4>3.0.CO;2-D     Document Type: Article

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9. Brock, W. A., Hsieh, D. A., and LeBaron, B. (1991): Nonlinear Dynamics, Chaos, and Instability. Cambridge, MA: MIT Press.
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