New Approaches to Robust Inference on Market (Non-)efficiency, Volatility Clustering and Nonlinear Dependence

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

Original language	English
Journal	Journal of Financial Econometrics
DOIs	https://doi.org/10.1093/jjfinec/nbad020
State	E-pub ahead of print - 8 Aug 2023

ID: 113384226