The efficiency of financial futures markets: tests of prediction accuracy.

DOI10.1016/S0377-2217(03)00087-0zbMath1102.91326OpenAlexW2038632505MaRDI QIDQ1427544

Jason Laws, John Thompson

Publication date: 14 March 2004

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0377-2217(03)00087-0

zbMATH Keywords

ForecastingMarket efficiencyFinancial futures

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84)

Related Items

Market efficiency of Brazilian exchange rate: Evidence from variance ratio statistics and technical trading rules ⋮ Estimating the term structure of commodity market preferences ⋮ Is normal backwardation normal? Valuing financial futures with a local index-rate covariance

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