Testing of EMH Based on Autocorrelations

Chapman & Hall/CRC eBooks 2026 Book chapter

View at publisher

Authors: Oliver B. Linton, Shaoran Li, Shuyi Ge

DOI: 10.1201/9781003543121-8

Cited by: 0

Fields of Study & Subjects

Complex Systems and Time Series Analysis Quantum and Classical Electrodynamics Spatial and Panel Data Analysis