Testing the weak-form efficiency of the WTI crude oil futures market
Year of publication: |
2014
|
---|---|
Authors: | Jiang, Zhi-Qiang ; Xie, Wen-Jie ; Zhou, Wei-Xing |
Published in: |
Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 405.2014, C, p. 235-244
|
Publisher: |
Elsevier |
Subject: | Crude oil futures | Weak-form efficiency | Bootstrapping |
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