IDEAS home Printed from https://ideas.repec.org/h/elg/eechap/1509_10.html
   My bibliography  Save this book chapter

Searching for Fractal Structure in Agricultural Futures Markets

In: Foundations of Futures Markets

Author

Listed:
  • .

Abstract

This definitive selection of Professor Malliaris’s work in the area of futures markets provides a comprehensive analysis of the field. He examines the behaviour of futures prices, investigates random walks versus chaotic dynamics, researches the relationships between agricultural prices, analyses the behavior of hedge ratios for financial futures and identifies some key determinants of price volatility. He also offers a list of important research questions for future investigation. A detailed foreword by Professor Jerome Stein is also included in the book.

Suggested Citation

  • ., 1999. "Searching for Fractal Structure in Agricultural Futures Markets," Chapters, in: Foundations of Futures Markets, chapter 10, pages 164-204, Edward Elgar Publishing.
    • Handle: RePEc:elg:eechap:1509_10
    as

    Download full text from publisher

    File URL: https://www.elgaronline.com/view/9781858988368.00019.xml
    Download Restriction: no
    ---><---

    More about this item

    Keywords

    Economics and Finance;

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:elg:eechap:1509_10. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Darrel McCalla (email available below). General contact details of provider: http://www.e-elgar.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.