Testing commodity futures market efficiency under time-varying risk premiums and heteroscedastic prices

Testing commodity futures market efficiency under time-varying risk premiums and heteroscedastic prices

Kuruppuarachchi, D.
economic modelling 2019 Vol. 77 pp. 92-112
202
kuruppuarachchi2019testingeconomic

Citation

ID: 92939
Ref Key: kuruppuarachchi2019testingeconomic
Use this key to autocite in SciMatic or Thesis Manager

References

Blockchain Verification

Account:
NFT Contract Address:
0x95644003c57E6F55A65596E3D9Eac6813e3566dA
Article ID:
92939
Unique Identifier:
10.1016/j.econmod.2017.12.005
Network:
Scimatic Chain (ID: 481)
Loading...
Blockchain Readiness Checklist
Authors
Abstract
Journal Name
Year
Title
4/5
Blockchain Upload Locked

Complete all 5 checklist items to tokenize your article

Saymatik Web3.0 Wallet