Year
1995
Authors
Abstract
In this paper we try to investigate whether changes in the price of the cocoa commodity exhibit nonlinear dependence in using some of the recent development in nonlinear time series.
GUEGAN, D. et INDJEHAGOPIAN, J.P. (1995). Nonlinear Time Series Analysis of Commodity Spot Prices : The Case of COCOA. Dans: 50th Session of the International Statistical Institute (ISI). International Statistical Institute (ISI), pp. 537-538.