THE USE OF VOLATILITY MEASURES IN ASSESSING MARKET-EFFICIENCY

[1] AMSLER CE, 1980, THESIS U PENNSYLVANI

[2] FULLER WA, 1976, INTRO STATISTICAL TI

[3] GROSSMAN S, 1981, AM EC REV MAY

[4] HUANG RD, UNPUBLISHED

[5] KRASKER W, 1980, J MON EC, V6

[6] LEROY S, 1981, ECONOMETRICA MAR

[7] MEESE RA, 1980, RATIONAL EXPECTATION

[8] DIVIDEND POLICY, GROWTH, AND THE VALUATION OF SHARES [J]. JOURNAL OF BUSINESS, 1961, 34 (04) : 411 - 433

[9] PESANDO JE, UNPUBLISHED

[10] NOTE ON MAXIMUM LIKELIHOOD ESTIMATION OF THE RATIONAL EXPECTATIONS MODEL OF THE TERM STRUCTURE [J]. JOURNAL OF MONETARY ECONOMICS, 1979, 5 (01) : 133 - 143

[1] AMSLER CE, 1980, THESIS U PENNSYLVANI

[2] FULLER WA, 1976, INTRO STATISTICAL TI

[3] GROSSMAN S, 1981, AM EC REV MAY

[4] HUANG RD, UNPUBLISHED

[5] KRASKER W, 1980, J MON EC, V6

[6] LEROY S, 1981, ECONOMETRICA MAR

[7] MEESE RA, 1980, RATIONAL EXPECTATION

[8] DIVIDEND POLICY, GROWTH, AND THE VALUATION OF SHARES [J]. JOURNAL OF BUSINESS, 1961, 34 (04) : 411 - 433

[9] PESANDO JE, UNPUBLISHED

[10] NOTE ON MAXIMUM LIKELIHOOD ESTIMATION OF THE RATIONAL EXPECTATIONS MODEL OF THE TERM STRUCTURE [J]. JOURNAL OF MONETARY ECONOMICS, 1979, 5 (01) : 133 - 143