A test of the Samuelson Hypothesis using realized range
Author:
Publisher
Wiley
Subject
Economics and Econometrics,Finance,General Business, Management and Accounting,Accounting
Reference21 articles.
1. & (2000). Empirical testing of the Samuelson Hypothesis: An application to futures markets in Australia, Singapore and the UK (working paper). School of Finance and Business Economics, Edith Cowan University.
2. Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts
3. Modeling and Forecasting Realized Volatility
4. The realized volatility of FTSE-100 futures prices
5. MATURITY AND REFUNDING EFFECTS ON TREASURY-BOND FUTURES PRICE VARIANCE
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