RANDOM WALK AND PRICE TRENDS - LIVE CATTLE FUTURES MARKET

[1] ALEXANDER SS, 1964, IMR-IND MANAG REV, V5, P25

[2] ALEXANDER SS, 1961, IMR-IND MANAG REV, V2, P7

[3] Bachelier L., 1964, RANDOM CHARACTER STO

[4] CARGILL TF, 1969, AUG AM STAT ASS M NE

[5] FAMA E, 1966, J BUSINESS, V38, P226

[6] THE BEHAVIOR OF STOCK-MARKET PRICES [J]. JOURNAL OF BUSINESS, 1965, 38 (01) : 34 - 105

[7] Godfrey M., 1964, KYKLOS, V17, P1, DOI DOI 10.1111/J.1467-6435.1964.TB02458.X

[8] SPECTRAL-ANALYSIS OF NEW-YORK STOCK-MARKET PRICES [J]. KYKLOS, 1963, 16 (01) : 1 - 27

[9] GRANGER CWJ, 1964, SPECTRAL ANALYSIS EC

[10] Houthakker H.S., 1961, AM ECON REV, V51, P164

[1] ALEXANDER SS, 1964, IMR-IND MANAG REV, V5, P25

[2] ALEXANDER SS, 1961, IMR-IND MANAG REV, V2, P7

[3] Bachelier L., 1964, RANDOM CHARACTER STO

[4] CARGILL TF, 1969, AUG AM STAT ASS M NE

[5] FAMA E, 1966, J BUSINESS, V38, P226

[6] THE BEHAVIOR OF STOCK-MARKET PRICES [J]. JOURNAL OF BUSINESS, 1965, 38 (01) : 34 - 105

[7] Godfrey M., 1964, KYKLOS, V17, P1, DOI DOI 10.1111/J.1467-6435.1964.TB02458.X

[8] SPECTRAL-ANALYSIS OF NEW-YORK STOCK-MARKET PRICES [J]. KYKLOS, 1963, 16 (01) : 1 - 27

[9] GRANGER CWJ, 1964, SPECTRAL ANALYSIS EC

[10] Houthakker H.S., 1961, AM ECON REV, V51, P164