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

Seung‐Ryong ‐R Yang, B. Wade Brorsen

Research output: Contribution to journalArticle

82 Citations (Scopus)
Original languageEnglish
Pages (from-to)175-191
Number of pages17
JournalJournal of Futures Markets
Volume13
Issue number2
DOIs
Publication statusPublished - 1993

ASJC Scopus subject areas

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

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