THE INTERACTIVE AND CAUSAL RELATIONSHIPS INVOLVING PRECIOUS METAL PRICE MOVEMENTS - AN ANALYSIS OF THE GOLD AND SILVER MARKETS

被引:20
作者
CHAN, MWL
MOUNTAIN, DC
机构
关键词
D O I
10.2307/1391419
中图分类号
F [经济];
学科分类号
02 ;
摘要
引用
收藏
页码:69 / 77
页数:9
相关论文
共 25 条
[1]   FITTING AUTOREGRESSIVE MODELS FOR PREDICTION [J].
AKAIKE, H .
ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 1969, 21 (02) :243-&
[2]  
Akaike H., 1969, ANN I STATISTICAL MA, V22, P203
[3]  
[Anonymous], 1983, ECONOMETRICS
[4]  
*CAN BANK, 1980, BANK CAN REV
[5]   TEMPORAL PRICE BEHAVIOR IN COMMODITY FUTURES MARKETS [J].
CARGILL, TF ;
RAUSSER, GC .
JOURNAL OF FINANCE, 1975, 30 (04) :1043-1053
[6]  
CHAN MWL, 1983, 87 MCM U QUANT STUD
[7]  
CHU KY, 1978, INT MONET FUND S PAP, V25, P90
[9]   OPTIMAL EXPECTATIONS AND THE EXTREME INFORMATION ASSUMPTIONS OF RATIONAL EXPECTATIONS MACROMODELS [J].
FRIEDMAN, BM .
JOURNAL OF MONETARY ECONOMICS, 1979, 5 (01) :23-41
[10]  
Goss B. A., 1985, FUTURES MARKETS THEI, P157