Do wheat futures returns exhibit long-range dependence?

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Author(s)Dawson PJ
Publication type Article
JournalAgricultural Economics
Year2011
Volume42
Issue1
Pages111-120
ISSN (print)0169-5150
ISSN (electronic)1574-0862
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PublisherWiley-Blackwell Publishing, Inc.
URLhttp://dx.doi.org/10.1111/j.1574-0862.2010.00480.x
DOI10.1111/j.1574-0862.2010.00480.x
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