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Long Memory and Market Efficiency in Korean Futures Markets

Authors :
Dae Hyoung Cho
Source :
The Institute of Management and Economy Research. 11:255-269
Publication Year :
2020
Publisher :
The Institute of Management and Economy Research, 2020.

Subjects

Subjects :
Long memory
Market efficiency
Economics
Monetary economics
Futures contract
Variance ratio

Details

ISSN :
23843934 and 22335900
Volume :
11
Database :
OpenAIRE
Journal :
The Institute of Management and Economy Research
Accession number :
edsair.doi...........f37290a07838ac48c316191a6cacb454
Full Text :
https://doi.org/10.32599/apjb.11.4.202012.255
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