Testing the efficiency of metal's market: new evidence from a generalized spectral test
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DOI: 10.1108/sef-07-2019-0253
Abstract: This paper aims to examine the weak form of efficiency for price series of four precious metals, i.e. gold, silver, platinum and palladium, using a generalized spectral method.,The method has the advantage of detecting both… read more here.
Keywords: rolling windows; efficiency metal; market; generalized spectral ... See more keywords