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An Explanation of Efficient Market Hypothesis and Unbiasedness Using Markov Switching Framework

journal contribution
posted on 2007-07-01, 00:00 authored by Prasad BhattacharyaPrasad Bhattacharya, Harminder SinghHarminder Singh
An Explanation of Efficient Market Hypothesis and Unbiasedness Using Markov Switching Framework

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    Keywords

    CointegrationEfficient market hypothesisError correctionFutures marketMarkov switching

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