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Econometric tests of rationality and market efficiency - MaRDI portal

Econometric tests of rationality and market efficiency (Q5750316)

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scientific article; zbMATH DE number 4184900
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English
Econometric tests of rationality and market efficiency
scientific article; zbMATH DE number 4184900

    Statements

    title
    Econometric tests of rationality and market efficiency (English)
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    author
    Richard T. Baillie
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    publication date
    1989
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    zbMATH DE Number
    4184900
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    zbMATH Keywords
    rational expectations
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    martingale difference model of asset prices
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    present value models
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    Fisher equation
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    vector time series models
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    nonstationarity
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    cointegration
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    OpenAlex ID
    W2063978133
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    cites work
    Q4042591
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