A variance-ratio test of random walk in international stock markets
Bin Li and Benjamin Liu
| Year of publication: |
2012
|
|---|---|
| Authors: | Li, Bin ; Liu, Benjamin |
| Published in: |
The empirical economics letters : a monthly international journal of economics. - Rajshahi, ISSN 1681-8997, ZDB-ID 2560109-X. - Vol. 11.2012, 8, p. 775-782
|
| Subject: | Random Walk | Random walk | Aktienmarkt | Stock market | Effizienzmarkthypothese | Efficient market hypothesis | Theorie | Theory | Börsenkurs | Share price | Statistische Methodenlehre | Statistical theory | Zeitreihenanalyse | Time series analysis | Statistischer Test | Statistical test | Welt | World |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010199252