Arbitrage, cointegration and testing the unbiasedness hypothesis in coffee futures traded at the CSCE
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- Malini, Nair, 2005. "Arbitrage, Cointegration and Testing the Unbiasedness Hypothesis in Coffee Futures Traded at the CSCE," MPRA Paper 37857, University Library of Munich, Germany.
References listed on IDEAS
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More about this item
Keywords
Coffee futures; Error Correction Model; Dickie Fuller Test; Johansen Procedure;All these keywords.
JEL classification:
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- C01 - Mathematical and Quantitative Methods - - General - - - Econometrics
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