What can price volatility tell us about market efficiency? Conditional heteroscedasticity in historical commodity price series

✍ Scribed by Péter Földvári; Bas van Leeuwen

• Book ID: 107474734
• Publisher: Springer-Verlag
• Year: 2010
• Tongue: English
• Weight: 564 KB
• Volume: 5
• Category: Article
• ISSN: 1863-2505
• DOI: 10.1007/s11698-010-0055-y