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~isPartOf:"Economic notes : economic review of Banca Monte dei Paschi di Siena"
~isPartOf:"The southern business & economic journal"
~person:"Huber, Jürgen"
~person:"Lo, Andrew W."
~person:"McKenzie, Andrew M."
~person:"Metghalchi, Massoud"
~person:"Paul, Rodney J."
~person:"Plastun, Alex"
~person:"Urquhart, Andrew"
~subject:"Estimation"
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Lo, Andrew W.
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Nonparametric tests of commodity futures market efficiency
McKenzie, Andrew M.
;
Djunaidi, Harjanto
;
Wailes, Eric J.
; …
- In:
The southern business & economic journal
25
(
2002
)
3/4
,
pp. 163-173
Persistent link: https://www.econbiz.de/10002007982
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Fat tails, long memory, and the stock market since the 1960's
Lo, Andrew W.
- In:
Economic notes : economic review of Banca Monte dei …
26
(
1997
)
2
,
pp. 213-246
Persistent link: https://www.econbiz.de/10001337764
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