FINANCE
Edited by R.A. Jarrow, V. Maksimovic and W.T. Ziemba
CHAPTER 14
Volatility
S.E. LeRoy and D.G. Steigerwald
1. Introduction*
2. Variance-bounds tests of capital market efficiency
3. Returns tests
4. Orthogonality tests
5. Monte Carlo tests
6. Conclusions
Acknowledgements
References
* The first two pages of the chapters are available as PDF file.
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