Testing for weak-form efficiency of Crude Palm Oil Spot and Futures Markets: New Evidence from a GARCH Unit Root Test with Multiple Structural Breaks
Year of publication: |
2014-10
|
---|---|
Authors: | Lean, Hooi Hooi ; Smyth, Russell |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | Crude Palm Oil prices | Efficiency Market Hypothesis | Unit root | Heterosjedasticity |
-
Hooi Hooi Lean, (2015)
-
Weak-form efficiency test in the central european capital markets
Hájek, Jan, (2007)
-
Dupont, Dominique Y., (2001)
- More ...
-
Lean, Hooi Hooi, (2014)
-
Hooi Hooi Lean, (2007)
-
Revisiting calendar anomalies in asian stock markets using a stochastic dominance approach
Hooi Hooi Lean, (2007)
- More ...