What can price volatility tell us about market efficiency? Conditional heteroscedasticity in historical commodity price series

P. Földvári, B. van Leeuwen

Research output: Contribution to Journal › Article › Academic › peer-review

249 Downloads (Pure)

Fingerprint

Dive into the research topics of 'What can price volatility tell us about market efficiency? Conditional heteroscedasticity in historical commodity price series'. Together they form a unique fingerprint.