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The Distribution of Daily Changes in Commodity Futures Prices
Gordon, J. Douglas
1985
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Title
The Distribution of Daily Changes in Commodity Futures Prices
Keywords
Futures prices
;
efficient markets
;
random walk
;
seasonality
Author(s)
Gordon, J. Douglas
Subject(s)
Consumer/Household Economics
Demand and Price Analysis
Issue Date
1985-07
Publication Type
Report
DOI and Other Identifiers
10.22004/ag.econ.156817
Record Identifier
https://ageconsearch.umn.edu/record/156817
PURL Identifier
http://purl.umn.edu/156817
Language
English
Total Pages
40
Series Statement
Technical Bulletin
1702
Record Appears in
United States Department of Agriculture (USDA)
>
Economic Research Service
>
Technical Bulletins
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