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

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

Research output: Contribution to journal/periodical › Article › Scientific › peer-review

@article{f7a96d32329645baa3c557cf59480d95,

title = "What can price volatility tell us about market efficiency?: Conditional heteroscedasticity in historical commodity price series",

author = "Peter Foldvari and {van Leeuwen}, Bas",

year = "2011",

language = "English",

volume = "5",

pages = "165--186",

journal = "Cliometrica",

issn = "1863-2505",

publisher = "Springer Verlag GmbH",

number = "2",

}