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- W2258738863 abstract "Commodity futures markets grew fast in the world and the Chinese futures markets are also soaring in the recent years while literature on the structural change about commodity futures returns is limited compared with that about the stock returns or economic variables. This study uses Chow break-point test to investigate the daily returns patterns for the Chinese copper futures market. The testing results reveal that the break dates are precisely estimated since the 90% confidence intervals around September 2008." @default.
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- W2258738863 date "2011-01-01" @default.
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- W2258738863 title "Structural Change Tests in the Chinese Copper Futures Returns" @default.
- W2258738863 doi "https://doi.org/10.7051/jge.201101.0143" @default.
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