Arbitrage, cointegration, and testing the unbiasedness hypothesis in financial markets
Robin J. Brenner and Kenneth F. Kroner
| Year of publication: |
1995
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|---|---|
| Authors: | Brenner, Robin James |
| Other Persons: | Kroner, Kenneth F. (contributor) |
| Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 30.1995, 1, p. 23-42
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| Subject: | Effizienzmarkthypothese | Efficient market hypothesis | Zeitreihenanalyse | Time series analysis | Devisenmarkt | Foreign exchange market | Währungsderivat | Currency derivative | Warenbörse | Commodity exchange | Rohstoffderivat | Commodity derivative | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal ; Übersichtsarbeit ; Systematic review |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001218112