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A simple in-sample test of futures market efficiency based on rolling regressions
Stevens, Jason - In: Applied economics letters 19 (2012) 7/9, pp. 897-900
Persistent link: https://www.econbiz.de/10009631803
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Testing the efficiency of the futures market for crude oil using weighted least squares
Stevens, Jason - In: Applied economics letters 20 (2013) 16/18, pp. 1611-1613
Persistent link: https://www.econbiz.de/10010222973
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Testing the efficiency of the futures market for crude oil in the presence of a structural break
Stevens, Jason; Lamirande, P. de - In: Applied economics 46 (2014) 31/33, pp. 4053-4059
Persistent link: https://www.econbiz.de/10010421854