A Relationship Between Regression Tests and Volatility Tests of Market ncy
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https://www.nber.org/papers/w1105
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资源简介：
Volatility tests are an alternative to regression tests for evaluating the joint null hypothesis of market efficiency and risk neutrality. Acomparison of the power of the two kinds of tests depends on what the alternative hypothesis is taken to be. By considering tests based on conditional
提供机构：
美国国家经济研究局
创建时间：
1983-04-01
