A test of the Samuelson hypothesis using realized range

Petko Stefanov Kalev, Huu Nhan Duong

Research output: Contribution to journal › Article › Research › peer-review

Cite this

@article{068140823ce34d2f844334f8a61487dc,

title = "A test of the Samuelson hypothesis using realized range",

author = "Kalev, {Petko Stefanov} and Duong, {Huu Nhan}",

year = "2008",

language = "English",

volume = "28",

pages = "680 -- 696",

journal = "Journal of Futures Markets",

issn = "0270-7314",

publisher = "Wiley-Blackwell",

number = "7",

}