Robust weak-form efficiency tests in volatile European equity indices
Year of publication: |
2013
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Authors: | Enninful, Kwesi ; Dowling, Michael Mark |
Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 20.2013, 7/9, p. 863-868
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Subject: | Volatilität | Volatility | Effizienzmarkthypothese | Efficient market hypothesis | EU-Staaten | EU countries | Aktienmarkt | Stock market | Aktienindex | Stock index | Statistischer Test | Statistical test | Robustes Verfahren | Robust statistics |
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