Estimating dynamic market efficiency frontiers
Year of publication: |
2022
|
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Authors: | Mu, Yali ; Cramon-Taubadel, Stephan von |
Published in: |
Journal of agricultural economics : JAE. - Oxford : Wiley-Blackwell, ISSN 1477-9552, ZDB-ID 2101961-7. - Vol. 73.2022, 3, p. 633-653
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Subject: | benchmark | market efficiency | spatial price transmission | stochastic frontier | VECM | Technische Effizienz | Technical efficiency | Effizienzmarkthypothese | Efficient market hypothesis | Schätzung | Estimation | Schätztheorie | Estimation theory | Benchmarking | Kointegration | Cointegration |
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