메뉴 건너뛰기




Volumn 21, Issue 10, 2006, Pages 1471-1478

Informational efficiency of the US SO2 permit market

Author keywords

Market efficiency; Random walk hypothesis; SO2; Tradable permits market; Unit roots

Indexed keywords

COSTS; FINANCE; MARKETING; STATISTICAL METHODS; SULFUR DIOXIDE;

EID: 33745872613     PISSN: 13648152     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.envsoft.2005.07.006     Document Type: Article
Times cited : (13)

References (17)
  • 1
    • 42449156579 scopus 로고
    • Generalized autoregressive conditional heteroskedasticity
    • Bollerslev T. Generalized autoregressive conditional heteroskedasticity. Journal of Econometrics 31 3 (1986) 307-327
    • (1986) Journal of Econometrics , vol.31 , Issue.3 , pp. 307-327
    • Bollerslev, T.1
  • 3
    • 16244373091 scopus 로고    scopus 로고
    • Modelling thresholds and volatility in US ecological patents
    • Chan F., Marinova D., and McAleer M. Modelling thresholds and volatility in US ecological patents. Environmental Modeling & Software 20 11 (2005) 1369-1378
    • (2005) Environmental Modeling & Software , vol.20 , Issue.11 , pp. 1369-1378
    • Chan, F.1    Marinova, D.2    McAleer, M.3
  • 4
    • 16244415926 scopus 로고    scopus 로고
    • Rolling regressions and conditional correlations of foreign patents in the USA
    • Chan F., Marinova D., and McAleer M. Rolling regressions and conditional correlations of foreign patents in the USA. Environmental Modeling & Software 20 11 (2005) 1413-1422
    • (2005) Environmental Modeling & Software , vol.20 , Issue.11 , pp. 1413-1422
    • Chan, F.1    Marinova, D.2    McAleer, M.3
  • 10
    • 34247480179 scopus 로고
    • Testing the null hypothesis of stationarity against the alternative of a unit root
    • Kwiatkowski D., Phillips P.C.B., Schimdt P., and Shin Y. Testing the null hypothesis of stationarity against the alternative of a unit root. Journal of Econometrics 54 1 (1992) 159-178
    • (1992) Journal of Econometrics , vol.54 , Issue.1 , pp. 159-178
    • Kwiatkowski, D.1    Phillips, P.C.B.2    Schimdt, P.3    Shin, Y.4
  • 11
    • 0000881396 scopus 로고
    • Efficient capital markets and martingales
    • LeRoy S.F. Efficient capital markets and martingales. Journal of Economic Literature 27 4 (1989) 1583-1621
    • (1989) Journal of Economic Literature , vol.27 , Issue.4 , pp. 1583-1621
    • LeRoy, S.F.1
  • 13
    • 3042771207 scopus 로고    scopus 로고
    • The efficient market hypothesis and its critics
    • Malkiel B.G. The efficient market hypothesis and its critics. Journal of Economic Perspectives 17 1 (2003) 59-82
    • (2003) Journal of Economic Perspectives , vol.17 , Issue.1 , pp. 59-82
    • Malkiel, B.G.1
  • 14
    • 21844518679 scopus 로고
    • Unit root tests in ARMA models with data dependent methods for the selection of the truncation lag
    • Ng S., and Perron P. Unit root tests in ARMA models with data dependent methods for the selection of the truncation lag. Journal of the American Statistical Association 90 429 (1995) 268-281
    • (1995) Journal of the American Statistical Association , vol.90 , Issue.429 , pp. 268-281
    • Ng, S.1    Perron, P.2
  • 15
    • 0001561726 scopus 로고    scopus 로고
    • Further evidence on breaking trend functions in macroeconomic variables
    • Perron P. Further evidence on breaking trend functions in macroeconomic variables. Journal of Econometrics 80 2 (1997) 355-385
    • (1997) Journal of Econometrics , vol.80 , Issue.2 , pp. 355-385
    • Perron, P.1
  • 16
    • 77956888124 scopus 로고
    • Testing for a unit root in time series regression
    • Phillips P.C.B., and Perron P. Testing for a unit root in time series regression. Biometrica 75 2 (1988) 335-346
    • (1988) Biometrica , vol.75 , Issue.2 , pp. 335-346
    • Phillips, P.C.B.1    Perron, P.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.