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Please use this identifier to cite or link to this item: http://dr.lib.sjp.ac.lk/handle/123456789/6959

Title: Testing commodity futures market efficiency under time-varying risk premiums and heteroscedastic prices
Authors: Kuruppuarachchi, D.
Lin, H.
Premachandra, I.M.
Keywords: Commodity futures
Market efficiency
Futures risk premium
State-space model
Kalman filter
Issue Date: Jan-2018
Publisher: Economic Modelling
Citation: Kuruppuarachchi, D., Lin, H., Premachandra, I.M. (2018). "Testing commodity futures market efficiency under time-varying risk premiums and heteroscedastic prices", Economic Modelling
Abstract: Attached
URI: http://dr.lib.sjp.ac.lk/handle/123456789/6959
Appears in Collections:Information Resources on Decision Sciences

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