A simple in-sample test of futures market efficiency based on rolling regressions
Year of publication: |
2012
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Authors: | Stevens, Jason |
Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 19.2012, 7/9, p. 897-900
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Subject: | Theorie | Theory | Effizienzmarkthypothese | Efficient market hypothesis | Rohstoffderivat | Commodity derivative |
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