Random walks and market efficiency : evidence from Indian stock market
Year of publication: |
2013
|
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Authors: | Tripathy, Nalini Prava |
Published in: |
International journal of economics and business research. - Olney, Bucks. : Inderscience, ISSN 1756-9850, ZDB-ID 2481914-1. - Vol. 6.2013, 2, p. 210-228
|
Subject: | unit root test | autocorrelation test | runs test | GARCH | TARCH | EGARCH model | random walks | India | Indien | Random Walk | Random walk | Effizienzmarkthypothese | Efficient market hypothesis | ARCH-Modell | ARCH model | Einheitswurzeltest | Unit root test | Schätztheorie | Estimation theory | Schätzung | Estimation | Börsenkurs | Share price | Zeitreihenanalyse | Time series analysis | Aktienmarkt | Stock market | Autokorrelation | Autocorrelation | Statistischer Test | Statistical test |
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