๐”– Bobbio Scriptorium
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Semiparametric (Distribution-Free) Testing of the Expectations Hypothesis in a Parimutuel Gambling Market

โœ Scribed by Barry K. Goodwin


Book ID
124697506
Publisher
American Statistical Association
Year
1996
Tongue
English
Weight
470 KB
Volume
14
Category
Article
ISSN
0735-0015

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## PREVIOUS TESTS OF THE UNBIASED EXPECTATIONS HYPOTHESIS Price dynamics in the metals markets are not characterized by seasonalities in supply and metals can be stored indefinitely with relatively stable storage costs. Despite these convenient features of the data, previous empirical tests of the