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Why random walk models of the term structure are hard to reject
Berger, Allen N.; Craine, Roger - Federal Reserve Board (Board of Governors of the … - 1987
Persistent link: https://www.econbiz.de/10005393917
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Tests of the fair game-efficient markets hypothesis
Berger, Allen N.; Craine, Roger - Federal Reserve Board (Board of Governors of the … - 1983
Persistent link: https://www.econbiz.de/10005712045
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Why random walk models of the term structure are hard to reject
Berger, Allen N. - In: Journal of business & economic statistics : JBES ; a … 7 (1989) 2, pp. 161-167
Persistent link: https://www.econbiz.de/10001090361