Rozaimah Zainudin

University of Malaya (Business and Accountancy)

Fello

Kuala Lumpur, Wilayah Persekutuan 50603

University of Malaya (UM)

Kuala Lumpur, 50603

Malaysia

SCHOLARLY PAPERS

1

DOWNLOADS

294

SSRN CITATIONS

2

CROSSREF CITATIONS

0

Scholarly Papers (1)

Structural Breaks in Spot and Futures Crude Palm Oil Returns

Number of pages: 33 Posted: 24 Aug 2009
Rozaimah Zainudin
University of Malaya (Business and Accountancy)
Downloads 153 (210,316)
Citation 1

Abstract:

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Structural Break, Bai and Perron Test, ICSS Algorithm, Gregory Hansen Cointegration Test, RCPO and RFCPO

Structural Breaks in Spot and Futures Crude Palm Oil Returns

22nd Australasian Finance and Banking Conference 2009
Number of pages: 33 Posted: 31 Aug 2009 Last Revised: 24 Nov 2009
Roselee and Rozaimah Zainudin
University of Malaya and University of Malaya (Business and Accountancy)
Downloads 141 (224,923)

Abstract:

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Structural break, Bai and Perron test, ICSS algorithm, Gregory Hansen Cointegration test , RCPO and RFCPO.