Testing the efficient market hypothesis in conditionally heteroskedastic futures markets

Westerlund, Joakim and Narayan, Paresh 2013, Testing the efficient market hypothesis in conditionally heteroskedastic futures markets, Journal of futures markets, vol. 33, no. 11, pp. 1024-1045.

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Title Testing the efficient market hypothesis in conditionally heteroskedastic futures markets
Author(s) Westerlund, Joakim
Narayan, Paresh
Journal name Journal of futures markets
Volume number 33
Issue number 11
Start page 1024
End page 1045
Total pages 21
Publisher John Wiley & Sons
Place of publication Malden, Mass.
Publication date 2013-11
ISSN 0270-7314
1096-9934
Keyword(s) efficient market hypothesis
heteroskedasticity
data
Language eng
Field of Research 150202 Financial Econometrics
Socio Economic Objective 970114 Expanding Knowledge in Economics
HERDC Research category C1 Refereed article in a scholarly journal
Copyright notice ©2013, John Wiley & Sons
Persistent URL http://hdl.handle.net/10536/DRO/DU:30057282

Document type: Journal Article
Collection: School of Accounting, Economics and Finance
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