Bubbles in Agricultural Commodity Markets of China

Table 1

Bubble detection results in Chinese agricultural commodity markets for 10 months.

	Garlic		Ginger		Green onion		Rice		Corn		Wheat
	SADF	GSADF	SADF	GSADF	SADF	GSADF	SADF	GSADF	SADF	GSADF	SADF	GSADF
C.V.	1.823	2.103	1.573	2.374	1.021	1.621	1.013	2.089	1.452	3.897	2.766	2.261
90%	1.041	2.039	1.110	1.953	1.108	2.047	1.092	2.230	1.113	1.799	1.098	1.968
95%	1.231	2.129	1.671	2.325	1.445	2.323	1.285	2.336	1.491	2.064	1.532	2.097
99%	1.887	2.581	2.084	2.875	1.829	2.453	1.518	3.380	2.412	2.473	1.868	2.453

, , and denote significance at the 1%, 5%, and 10% levels, respectively.