Is the KOSPI 200 Options Market Efficient? Parametric and Nonparametric Tests of the Martingale Restriction
| Year of publication: |
2013
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|---|---|
| Authors: | Guo, Biao ; Han, Qian ; Ryu, Doojin |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139x. - Vol. 33.2013, 7, p. 629-652
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