A Note on the Variability of Futures Prices

David J.S. Rutledge

DOI: 10.2307/1936017

The Review of Economics and Statistics

Data up to Jan 2025

Published1976

Citations89

References2

Fields

Economics Financial economics Econometrics

Total Citations Per Year

Abstract

References (2)

The Analysis of Economic Time-Series-Part I: Prices

1953 • 807 citations

COMMODITY FUTURES: TRENDS OR RANDOM WALKS?

1970 • 178 citations

Cited By (0)

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A Note on the Variability of Futures Prices (1976) – The Review of Economics and Statistics | Metascience Observatory Explorer