On the robustness of cointegration tests when assessing market efficiency
Neil Kellard
| Year of publication: |
2006
|
|---|---|
| Authors: | Kellard, Neil |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 3.2006, 1, p. 57-64
|
| Subject: | Devisenmarkt | Foreign exchange market | Kointegration | Cointegration | Effizienzmarkthypothese | Efficient market hypothesis | Monte-Carlo-Simulation | Monte Carlo simulation | Währungsderivat | Currency derivative | Theorie | Theory |
| 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/10003300878