A comparison of variance ratio tests of random walk : a case of Asian emerging stock markets
Year of publication: |
2007
|
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Authors: | Hoque, Hafiz A. A. B. ; Kim, Jae H. ; Pyun, Chong-soo |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 16.2007, 4, p. 488-502
|
Subject: | Aktienmarkt | Stock market | Effizienzmarkthypothese | Efficient market hypothesis | Random Walk | Random walk | Mean Reversion | Mean reversion | Varianzanalyse | Analysis of variance | Asien | Asia |
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