Financial Market Efficiency Tests
收藏NBER1992-06-01 更新2025-01-04 收录
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https://www.nber.org/papers/w4108
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资源简介：
This paper provides a selective survey of the voluminous literature on tests for market efficiency. The ideas discussed include standard autocorrelation tests, multi-period regression tests and volatility tests. The formulation and estimation of models for time-varying volatility are also considered
提供机构：
美国国家经济研究局创建时间：
1992-06-01
