The efficient market hypothesis and identification in structural VARs
Year of publication: |
2004
|
---|---|
Authors: | Sarno, Lucio ; Thornton, Daniel L. |
Published in: |
Review / Federal Reserve Bank of St. Louis. - St. Louis, Mo. : [Verlag nicht ermittelbar], ISSN 0014-9187, ZDB-ID 281571-0. - Vol. 86.2004, 1, p. 49-60
|
Subject: | Effizienzmarkthypothese | Efficient market hypothesis | Schätzung | Estimation | VAR-Modell | VAR model |
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