Testing the efficient market hypothesis in conditionally heteroskedastic futures markets
Joakim Westerlund; Paresh Narayan
| Year of publication: |
2013
|
|---|---|
| Authors: | Westerlund, Joakim ; Narayan, Paresh Kumar |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 33.2013, 11, p. 1024-1045
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| Subject: | Effizienzmarkthypothese | Efficient market hypothesis | Heteroskedastizität | Heteroscedasticity | Statistische Verteilung | Statistical distribution | Monte-Carlo-Simulation | Monte Carlo simulation | Schätzung | Estimation | 2005-2011 |
| 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://ebvufind01.dmz1.zbw.eu/10010255105