The small sample properties of tests of the expectations hypothesis: a Monte Carlo investigation
Year of publication: |
2011
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Authors: | Garganas, Eugenie ; Hall, Stephen G. |
Published in: |
International Journal of Finance & Economics. - John Wiley & Sons, Ltd.. - Vol. 16.2011, 2, p. 152-171
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Publisher: |
John Wiley & Sons, Ltd. |
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The small sample properties of tests of the expectations hypothesis: a Monte Carlo investigation
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