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Employing conditional variance processes to examine the market efficiency of the gold rates of return

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  • Marshall, Michael
  • Stengos, Thanasis

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  • Marshall, Michael & Stengos, Thanasis, 1994. "Employing conditional variance processes to examine the market efficiency of the gold rates of return," Journal of Economics and Business, Elsevier, vol. 46(5), pages 355-365, December.
    • Handle: RePEc:eee:jebusi:v:46:y:1994:i:5:p:355-365
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    Cited by:

    1. Raj Aggarwal & Brian M. Lucey, 2007. "Psychological barriers in gold prices?," Review of Financial Economics, John Wiley & Sons, vol. 16(2), pages 217-230.
    2. Arouri, Mohamed El Hedi & Hammoudeh, Shawkat & Lahiani, Amine & Nguyen, Duc Khuong, 2013. "On the short- and long-run efficiency of energy and precious metal markets," Energy Economics, Elsevier, vol. 40(C), pages 832-844.

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