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

^*Corresponding author for this work

Department of Food and Resource Economics

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

90 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
General Business,Management and Accounting
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\}",

year = "1993",

month = apr,

doi = "10.1002/fut.3990130205",

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volume = "13",

pages = "175--191",

journal = "Journal of Futures Markets",

issn = "0270-7314",

publisher = "Wiley-Liss Inc.",

number = "2",

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T1 - Nonlinear dynamics of daily futures prices

T2 - Conditional heteroskedasticity or chaos?

AU - Yang, Seung‐Ryong ‐R

AU - Brorsen, B. Wade

PY - 1993/4

Y1 - 1993/4

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EP - 191

JO - Journal of Futures Markets

JF - Journal of Futures Markets

IS - 2

ER -

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

ASJC Scopus subject areas

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