No CrossRef data available.
Article contents
Comment: “An Autoregressive Forecast of the World Sugar Future Option Market”
Published online by Cambridge University Press: 19 October 2009
Extract
I was interested to read Meyer and Kim [5], where I learned a little about sugar futures, but regret to say that I found the attempted Box-Jenkins analysis singularly lacking in expertise. It is my intention, here, to discuss a few of its most obvious shortcomings. My list will not be exhaustive, but will include just five points.
- Type
- Research Article
- Information
- Journal of Financial and Quantitative Analysis , Volume 12 , Issue 5 , December 1977 , pp. 879 - 881
- Copyright
- Copyright © School of Business Administration, University of Washington 1977