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Three essays in time series models of futures markets /

We demonstrated the usefulness of probability forecast evaluations in gaining greater understanding into the nature of information flows in the futures markets. Time series models (ARIMA, VAR and ECM) were used to derive probability forecasts. Probability forecast evaluations were made based on the...

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Bibliographic Details
Main Author: Reddy, Avuthu Rami
Format: Thesis Book
Language:English
Published: [Place of publication not identified] : [publisher not identified] ; 1999.
Subjects:
Major agricultural economics.
Online Access:http://proxy.library.tamu.edu/login?url=http://proquest.umi.com/pqdweb?did=730340291&sid=1&Fmt=2&clientId=2945&RQT=309&VName=PQD

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