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
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|---|---|
| Authors: | Földvári, Péter ; Leeuwen, Bas van |
| Published in: |
Cliometrica : journal of historical economics and econometric history. - Berlin : Springer, ISSN 1863-2505, ZDB-ID 2299998X. - Vol. 5.2011, 2, p. 165-186
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| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10009953357