Impact de l’intervalle d’échantillonnage sur les tests d’efficience: application au marché français des actions

Hervé Alexandre (herve.alexandre@dauphine.psl.eu) and Cem Ertur

No 1993-16, LATEC - Document de travail - Economie (1991-2003) from LATEC, Laboratoire d'Analyse et des Techniques EConomiques, CNRS UMR 5118, Université de Bourgogne

Keywords: efficience; tests de racine unitaire; tests de ratio de variance; efficiency; unit roots tests; variance ratio tests (search for similar items in EconPapers)
Pages: 20 pages
Date: 1994-01
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Working Paper: Impact de l'intervalle d'échantillonnage sur les tests d'efficience: application au marché français des actions (1994)
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