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

Peter Foldvari, Bas van Leeuwen

Research output: Contribution to journal/periodicalArticleScientificpeer-review

Original languageEnglish
Pages (from-to)165-186
JournalCliometrica
Volume5
Issue number2
Publication statusPublished - 2011

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