What can price volatility tell us about market efficiency? : conditional heteroscedasticity in historical commodity price series
Year of publication: |
2011
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Authors: | Földvári, Péter ; Leeuwen, Bas van |
Published in: |
Cliometrica : journal of historical economics and econometric history. - Berlin : Springer, ISSN 1863-2505, ZDB-ID 2299998-X. - Vol. 5.2011, 2, p. 165-186
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Subject: | Getreidepreis | Grain price | Volatilität | Volatility | Effizienzmarkthypothese | Efficient market hypothesis | Zeitreihenanalyse | Time series analysis | Heteroskedastizität | Heteroscedasticity | Geschichte | History | Welt | World | 1400-1800 |
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