Abstract
This paper explores whether predictable autocorrelation structures exist in returns data on Australian financial futures. We explore the data using power transformations and find that for the bank accepted bills market there are potential gains from this strategy.
Original language | English |
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Pages (from-to) | 323-326 |
Number of pages | 4 |
Journal | Applied Economics Letters |
Volume | 2 |
Issue number | 10 |
DOIs | |
Publication status | Published - 1 Oct 1995 |
Externally published | Yes |