Testing for market efficiency in gambling markets when the errors are non-normal and heteroskedastic an application of the wild bootstrap

Author:

Ioannidis C.,Peel D.A.

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference7 articles.

1. Testing for statistical and market efficiency when forecast errors are non-normal: the NFL betting market revisited;Cain;Journal of Forecasting,2000

2. Davison, R., Flachaire, E., 2001. The Wild Bootstrap, Tamed at Last, mimeo; Dept. of Economics, Queen's University, Kingston, Ontario.

3. Bootstrap methods and their applications;Davison,1997

4. An examination of market efficiency in British racetrack betting;Gabriel;Journal of Political Economy,1990

5. Goncalves, S., Kilian, L., 2002. Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form, mimeo; University of Michigan.

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