A test of the Samuelson hypothesis using realized range
Petko S. Kalev; Huu Nhan Duong
| Year of publication: |
2008
|
|---|---|
| Authors: | Kalev, Petko S. ; Huu Nhan Duong |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 28.2008, 7, p. 680-696
|
| Subject: | Futures | Rohstoffderivat | Commodity derivative | Volatilität | Volatility | Regressionsanalyse | Regression analysis | USA | United States | 1996-2003 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003715120