Simulating stock returns under switching regimes – A new test of market efficiency

✍ Scribed by David Meenagh; Patrick Minford; David Peel

• Book ID: 116421488
• Publisher: Elsevier Science
• Year: 2007
• Tongue: English
• Weight: 116 KB
• Volume: 94
• Category: Article
• ISSN: 0165-1765
• DOI: 10.1016/j.econlet.2006.06.036