Pathak, Rajesh; Gupta, Ranjan Das; Taufemback, Cleiton … - In: Studies in Economics and Finance 37 (2020) 2, pp. 311-321
Purpose: This paper aims to examine the weak form of efficiency for price series of four precious metals, i.e. gold, silver, platinum and palladium, using a generalized spectral method. Design/methodology/approach: The method has the advantage of detecting both linear and non-linear serial...