The Impact of Data Frequency On Stationarity Tests Of Commodity Futures Prices

Xuedong Wu, Jeffrey Dorfman () and Berna Karali

No 205569, 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California from Agricultural and Applied Economics Association

Keywords: Agribusiness; Financial Economics; Research Methods/Statistical Methods (search for similar items in EconPapers)
Pages: 2
Date: 2015
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Journal Article: The impact of data frequency on market efficiency tests of commodity futures prices (2018)
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Persistent link: https://EconPapers.repec.org/RePEc:ags:aaea15:205569

DOI: 10.22004/ag.econ.205569

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