Abstract
Journal of Futures MarketsVolume 13, Issue 2 p. 175-191 Article Nonlinear dynamics of daily futures prices: Conditional heteroskedasticity or chaos? Seung-Ryong Yang, Seung-Ryong Yang Seung-Ryong Yang is a post-doctoral research scientist at North Dakota State University.Search for more papers by this authorB. Wade Brorsen, B. Wade Brorsen B. Wade Brorsen is a Professor at Oklahoma State University.Search for more papers by this author Seung-Ryong Yang, Seung-Ryong Yang Seung-Ryong Yang is a post-doctoral research scientist at North Dakota State University.Search for more papers by this authorB. Wade Brorsen, B. Wade Brorsen B. Wade Brorsen is a Professor at Oklahoma State University.Search for more papers by this author First published: April 1993 https://doi.org/10.1002/fut.3990130205Citations: 83 AboutPDF ToolsRequest permissionExport citationAdd to favoritesTrack citation ShareShare Give accessShare full text accessShare full-text accessPlease review our Terms and Conditions of Use and check box below to share full-text version of article.I have read and accept the Wiley Online Library Terms and Conditions of UseShareable LinkUse the link below to share a full-text version of this article with your friends and colleagues. Learn more.Copy URL Share a linkShare onFacebookTwitterLinked InRedditWechat Citing Literature Volume13, Issue2April 1993Pages 175-191 RelatedInformation
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