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Full-Text Articles in Physical Sciences and Mathematics
Modeling Volatility Dynamics, Douglas Steigerwald
Modeling Volatility Dynamics, Douglas Steigerwald
Douglas G. Steigerwald
No abstract provided.
Volatility, Douglas G. Steigerwald, Stephen Leroy
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.