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

272

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (1)

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 137 (212,892)

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

Number of pages: 33 Posted: 24 Aug 2009
Rozaimah Zainudin
University of Malaya (Business and Accountancy)
Downloads 135 (215,383)

Abstract:

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