Article(electronic)August 12, 2010

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

In: Cliometrica: journal of historical economics and econometric history, Volume 5, Issue 2, p. 165-186

Földvári, Péter; van Leeuwen, Bas

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Languages

English

Publisher

Springer Science and Business Media LLC

ISSN: 1863-2513

DOI

10.1007/s11698-010-0055-y

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