Empirical testing of the Samuelson hypothesis : an application to futures markets in Australia, Singapore and the UK
Year of publication: |
Aug. 2000 ; [Elektronische Ressource]
|
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Other Persons: | Allen, David E. (contributor) ; Cruickshank, S. N. (contributor) |
Institutions: | School of Finance and Business Economics <Perth, Western Australia> (contributor) |
Publisher: |
Joondalup, Western Australia : School of Finance and Business Economics |
Subject: | Derivat | Derivative | Börsenkurs | Share price | Volatilität | Volatility | ARCH-Modell | ARCH model | Australien | Australia | Singapur | Singapore | Großbritannien | United Kingdom |
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