Simulating stock returns under switching regimes : a new test of market efficiency /
Meenagh, David.
Minford, Patrick.
Peel, D.
Centre for Economic Policy Research (Great Britain)
London : Centre for Economic Policy Research,
2006.
Caption title.
"April 2006."
"International macroeconomics."
Includes bibliographical references.
Stocks
Stock exchanges.
Rational expectations (Economic theory)