Work

Efficiency of commodity futures: A vector autoregression analysis

Year: 1985

Type: article

Source: Journal of Futures Markets

DOI: 10.1002/fut.3990050107

Authors: Giorgio Canarella, Stephen K. Pollard

Institution: California State University Los Angeles

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1980842297

FWCI: 4.545

Cites: 20

Cited by: 19

Related to: 10