Nonlinear dynamics of daily futures prices: Conditional heteroskedasticity or chaos?

Seung‐Ryong ‐R Yang; B. Wade Brorsen

doi:10.1002/fut.3990130205

Nonlinear dynamics of daily futures prices: Conditional heteroskedasticity or chaos?

Seung‐Ryong ‐R Yang, B. Wade Brorsen

Department of Food and Resource Economics

Research output: Contribution to journal › Article › peer-review

88 Citations (Scopus)

Original language	English
Pages (from-to)	175-191
Number of pages	17
Journal	Journal of Futures Markets
Volume	13
Issue number	2
DOIs	https://doi.org/10.1002/fut.3990130205
Publication status	Published - 1993 Apr

ASJC Scopus subject areas

Economics and Econometrics
Accounting
Business, Management and Accounting(all)
Finance

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10.1002/fut.3990130205

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title = "Nonlinear dynamics of daily futures prices: Conditional heteroskedasticity or chaos?",

author = "Yang, {Seung‐Ryong ‐R} and Brorsen, {B. Wade}",

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T2 - Conditional heteroskedasticity or chaos?

AU - Yang, Seung‐Ryong ‐R

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Nonlinear dynamics of daily futures prices: Conditional heteroskedasticity or chaos?

ASJC Scopus subject areas

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