Testing the efficient market hypothesis in conditionally heteroskedastic futures markets


Autoria(s): Westerlund, Joakim; Narayan, Paresh
Data(s)

01/11/2013

Identificador

http://hdl.handle.net/10536/DRO/DU:30057282

Idioma(s)

eng

Publicador

John Wiley & Sons

Relação

http://dro.deakin.edu.au/eserv/DU:30057282/westerlund-testing-evid-2013.pdf

http://dro.deakin.edu.au/eserv/DU:30057282/westerlund-testingefficient-2013.pdf

http://doi.org/10.1002/fut.21624

Direitos

2013, John Wiley & Sons

Palavras-Chave #efficient market hypothesis #heteroskedasticity #data
Tipo

Journal Article