Pages that link to "Item:Q1427544"
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The following pages link to The efficiency of financial futures markets: tests of prediction accuracy. (Q1427544):
Displaying 7 items.
- Market efficiency of Brazilian exchange rate: Evidence from variance ratio statistics and technical trading rules (Q958567) (← links)
- The information content of 3-month sterling futures (Q1274655) (← links)
- Predictable and profitable price patterns: (Q1351136) (← links)
- Is normal backwardation normal? Valuing financial futures with a local index-rate covariance (Q2076945) (← links)
- Estimating the term structure of commodity market preferences (Q2286907) (← links)
- Prediction of index futures returns and the analysis of financial spillovers-A comparison between GARCH and the grey theorem (Q2426549) (← links)
- The predictive performance of the currency futures basis for spot returns (Q5234299) (← links)