Simulating stock returns under switching regimes - A new test of market efficiency

David Meenagh, A. Patrick L. Minford and David A. Peel

Economics Letters, 2007, vol. 94, issue 2, pages 235-239

Date: 2007
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Working Paper: Simulating Stock Returns Under Switching Regimes - A New Test of Market Efficiency (2006)
Working Paper: Simulating Stock Returns under switching regimes - a new test of market efficiency (2006)
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