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Full-Text Articles in Physical Sciences and Mathematics

Modeling Volatility Dynamics, Douglas Steigerwald Dec 1994

Modeling Volatility Dynamics, Douglas Steigerwald

Douglas G. Steigerwald

No abstract provided.


Volatility, Douglas G. Steigerwald, Stephen Leroy Dec 1994

Volatility, Douglas G. Steigerwald, Stephen Leroy

Douglas G. Steigerwald

How should one determine if capital markets are efficient? We examine the statistical foundations of tests of efficiency.