Commodity futures and market efficiency: A fractional integrated approach

INIS

• market 100%
• efficiency 100%
• commodities 100%
• hypothesis 40%
• information 40%
• assets 40%
• energy 20%
• forecasting 20%
• stocks 20%
• metals 20%
• statistical models 20%
• nonlinear problems 20%
• prices 20%
• volatility 20%
• inertia 20%
• livestock 20%

Economics, Econometrics and Finance

• Efficient Market Hypothesis 100%
• Commodity Derivative 100%
• Time Series 33%
• Volatility 33%
• Capital Market Returns 33%
• Information Market 33%

Keyphrases

• Return Series 100%