A test of the Samuelson hypothesis using realized range
| Data(s) |
01/01/2008
|
|---|---|
| Identificador | |
| Idioma(s) |
eng |
| Publicador |
John Wiley & Sons |
| Relação |
http://dro.deakin.edu.au/eserv/DU:30019863/duong-testofthesamuelson-2008.pdf http://dx.doi.org/10.1002/fut.20328 |
| Direitos |
2008, Wiley Periodicals, Inc |
| Palavras-Chave | #Samuelson hypothesis #realized range #intraday data #futures price volatility |
| Tipo |
Journal Article |
