The Use of Volatility Measures in Assessing Market Efficiency
收藏NBER1980-10-01 更新2025-01-04 收录
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https://www.nber.org/papers/w0565
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My initial motivation for considering volatility measures in the efficient markets models was to clarify the basic smoothing properties of the models to allow an understanding of the assumptions which are implicit in the notion of market efficiency. The efficient markets models, which are described
提供机构：
美国国家经济研究局
创建时间：
1980-10-01
