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Do wheat futures returns exhibit long-range dependence?

Lookup NU author(s): Dr Philip Dawson

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Publication metadata

Author(s): Dawson PJ

Publication type: Article

Journal: Agricultural Economics

Year: 2011

Volume: 42

Issue: 1

Pages: 111-120

Print publication date: 06/09/2010

ISSN (print): 0169-5150

ISSN (electronic): 1574-0862

Publisher: Wiley-Blackwell Publishing, Inc.

URL: http://dx.doi.org/10.1111/j.1574-0862.2010.00480.x

DOI: 10.1111/j.1574-0862.2010.00480.x


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