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Testing the Efficient Market Hypothesis in Conditionally Heteroskedastic Futures Markets

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  • Joakim Westerlund
  • Paresh Narayan

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  • Joakim Westerlund & Paresh Narayan, 2013. "Testing the Efficient Market Hypothesis in Conditionally Heteroskedastic Futures Markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 33(11), pages 1024-1045, November.
    • Handle: RePEc:wly:jfutmk:v:33:y:2013:i:11:p:1024-1045
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    File URL: http://hdl.handle.net/10.1002/fut.21624
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    8. Hakkio, Craig S. & Rush, Mark, 1989. "Market efficiency and cointegration: an application to the sterling and deutschemark exchange markets," Journal of International Money and Finance, Elsevier, vol. 8(1), pages 75-88, March.
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