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type_genre:"Article in journal"
type_genre:"Survey"
~isPartOf:"The journal of futures markets"
~language:"eng"
~person:"Herzer, Dierk"
~person:"Narayan, Paresh Kumar"
~person:"Nazlıoğlu, Şaban"
~person:"Smyth, Russell"
~person:"Sosvilla-Rivero, Simón"
~type_genre:"Aufsatz im Buch"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Conference proceedings"
~type_genre:"Thesis"
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Efficient market hypothesis
2
Effizienzmarkthypothese
2
Estimation
2
Schätzung
2
1991-2012
1
2005-2011
1
Cointegration
1
Futures
1
Heteroscedasticity
1
Heteroskedastizität
1
Kointegration
1
Monte Carlo simulation
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Monte-Carlo-Simulation
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Spot market
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Spotmarkt
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Article in journal
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Herzer, Dierk
Narayan, Paresh Kumar
Nazlıoğlu, Şaban
Smyth, Russell
Sosvilla-Rivero, Simón
Wang, George H. K.
5
Fonseca, José da
3
Frino, Alex
3
Lien, Da-hsiang Donald
3
Lim, Kian-Guan
3
Sarno, Lucio
3
Shrestha, Keshab
3
Zaatour, Riadh
3
Agarwalla, Sobhesh Kumar
2
Brailsford, Timothy J.
2
Chi, Yeguang
2
Cotter, John
2
Dhaene, Geert
2
Ederington, Louis H.
2
Faff, Robert W.
2
Fung, Joseph K. W.
2
Haigh, Michael S.
2
Hansen, Peter Reinhard
2
Hao, Wenyan
2
Heaney, Richard A.
2
Huang, Zhuo
2
Kang, Jangkoo
2
Lai, Yu-Sheng
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Li, Haitao
2
McKenzie, Michael D.
2
Miffre, Joëlle
2
Onochie, Joseph I.
2
Ramchander, Sanjay
2
Sercu, Piet
2
Theobald, Michael
2
Tse, Yiuman
2
Westerlund, Joakim
2
Xu, Ke
2
Yallup, Peter
2
Yau, Jot
2
Zhang, Jin E.
2
Aboura, Sofiane
1
Adkins, Lee Chester
1
Alcock, Jamie
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The journal of futures markets
Applied economics letters
18
Applied economics
14
Energy economics
12
Economic modelling
11
Journal of international financial markets, institutions & money
11
Emerging markets review
6
International review of economics & finance : IREF
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
International review of financial analysis
4
Energy policy
3
Globalisation and labour mobility in India and China : ABERU 2005 conference proceedings ; 29 - 30 September 2005
3
Journal of Asian economics
3
Pacific-Basin finance journal
3
Research in international business and finance
3
Australian economic papers
2
China economic review : an international journal
2
Economics letters
2
Finance research letters
2
International journal of economic perspectives : IJEP
2
Journal of banking & finance
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Pacific economic review
2
Review of world economics
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The developing economies
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Tourism economics : the business and finance of tourism and recreation
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Acta oeconomica : periodical of the Hungarian Academy of Sciences
1
Applied economic analysis : AEA
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Applied financial economics
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Applied financial economics letters
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Asian economic journal : journal of the East Asian Economic Association
1
Baltic journal of economics
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Econometric reviews
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Economic change and restructuring : empirical and policy research on the transitional and emerging economies
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Economic development quarterly : the journal of American economic revitalization
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Economic issues
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Economics : the open-access, open-assessment journal
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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1
A factor analytical approach to the efficient futures market hypothesis
Westerlund, Joakim
;
Norkute, Milda
;
Narayan, Paresh Kumar
- In:
The journal of futures markets
35
(
2015
)
4
,
pp. 357-370
Persistent link: https://www.econbiz.de/10011348416
Saved in:
2
Testing the efficient market hypothesis in conditionally heteroskedastic futures markets
Westerlund, Joakim
;
Narayan, Paresh Kumar
- In:
The journal of futures markets
33
(
2013
)
11
,
pp. 1024-1045
Persistent link: https://www.econbiz.de/10010255105
Saved in:
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