Adaptation, Information, and Dependence in Commodity Market
Terrence F. Martell, George C. Philippatos, Adaptation, Information, and Dependence in Commodity Market, The Journal of Finance, Vol. 29, No. 2, Papers and Proceedings of the Thirty-Second Annual Meeting of the American Finance Association, New York, New York, December 28-30, 1973 (May, 1974), pp. 493-498