Efficient market model : within-sample fit versus out-of-sample forecasts /
In this paper, we study whether the pricing of index futures and the underlying cash prices are efficient. Price efficiency per se is not testable. It must be tested jointly with a maintained model. The topic of time series model specification has been the center of considerable attention in the...
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| Format: | Thesis eBook |
| Language: | English |
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[Place of publication not identified] :
[publisher not identified] ;
1993.
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| Online Access: | Link to OAKTrust copy |
Internet
Link to OAKTrust copyRemote Storage
| Call Number: |
1993 Thesis Z646 |
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| Notes: |
Cushing Archival Copy (Library Use Only) |
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| Call Number | Status | Get It |
| 1993 Thesis Z646 | Available | |
Available Online
| Call Number: |
1993 Thesis Z646 |
|
|---|---|---|
| Call Number | Status | Get It |
| 1993 Thesis Z646 | Available | |