Variance bound tests of bond market efficiency
Year of publication: |
1993
|
---|---|
Authors: | Huang, Chao-hsi |
Other Persons: | Ederington, Louis H. (contributor) |
Published in: |
The journal of financial research. - Malden, MA : Wiley-Blackwell Publishing, ISSN 0270-2592, ZDB-ID 875353-2. - Vol. 16.1993, 2, p. 89-106
|
Subject: | Effizienzmarkthypothese | Efficient market hypothesis | Statistische Methodenlehre | Statistical theory | Theorie | Theory | Schätzung | Estimation | Öffentliche Anleihe | Public bond | USA | United States | 1950-1983 |
-
Threshold cointegration and threshold dynamics
Chung, Pin Johnny, (2003)
-
Estimation of the effective bid-ask spread on high frequency Danish bond data
Nyholm, Ken, (1999)
-
Cointegration and market efficiency : an application to the Canadian Treasury bill market
Park, Soo-bin, (1997)
- More ...
-
Variance Bound Tests of Bond Market Efficiency
Huang, Chao-Hsi, (1993)
-
Parameter uncertainty and the rational expectations model of the term structure
Ederington, Louis H., (1995)
-
Parameter uncertainty and the rational expectations model of the term structure
Ederington, Louis H., (1995)
- More ...