What can price volatility tell us about market efficiency? : conditional heteroscedasticity in historical commodity price series
Péter Földvári; Bas van Leeuwen
| Year of publication: |
2011
|
|---|---|
| Authors: | Földvári, Péter ; Leeuwen, Bas van |
| Published in: |
Cliometrica : journal of historical economics and econometric history. - Berlin : Springer, ISSN 1863-2505, ZDB-ID 2299998-X. - Vol. 5.2011, 2, p. 165-186
|
| Subject: | Getreidepreis | Grain price | Volatilität | Volatility | Effizienzmarkthypothese | Efficient market hypothesis | Zeitreihenanalyse | Time series analysis | Heteroskedastizität | Heteroscedasticity | Geschichte | History | Welt | World | 1400-1800 |
| Extent: | graph. Darst. |
|---|---|
| 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/10009130114