IN SEARCH OF HUNT'S SHORT-RUN PRICE CYCLES IN THE SYDNEY WOOL FUTURES MARKET

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dc.creatorFisher, Brian S.
dc.creatorTanner, Carolyn
dc.date2017-04-01T19:32:57Z
dc.date.accessioned2026-07-09T03:40:50Z
dc.descriptionThe structure of prices of Sydney wool futures contracts is examined with the aid of spectral analysis. Although the series studied are not strictly random walks, it is shown that there is little useful information for forecasting contained in the historical price data. It is concluded that the behaviour of prices on the Sydney wool futures market is essentially the same as that observed for the majority of stock and futures price series from other markets.
dc.identifierdoi:10.22004/ag.econ.22716
dc.identifierhttps://ageconsearch.umn.edu/record/22716/files/22020129.pdf
dc.identifierhttp://ageconsearch.umn.edu/record/22716
dc.identifier.urihttp://hdl.handle.net/123456789/538145
dc.languageeng
dc.publisher
dc.sourcehttp://ageconsearch.umn.edu/record/22716
dc.titleIN SEARCH OF HUNT'S SHORT-RUN PRICE CYCLES IN THE SYDNEY WOOL FUTURES MARKET
dc.typeText

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