Are major global stock markets efficient? : an application of the martingale difference hypothesis with wild bootstrap
Dilip Kumar and Srinivasan Maheswaran
| Year of publication: |
2014
|
|---|---|
| Authors: | Kumar, Dilip ; Maheswaran, Srinivasan |
| Published in: |
American journal of finance and accounting. - Genève : Inderscience Enterprises Ltd., ISSN 1752-7767, ZDB-ID 2449731-9. - Vol. 3.2013/14, 2/4, p. 217-233
|
| Subject: | market efficiency | martingale difference hypothesis | wild bootstrap | Kuan and Lee test | Monte Carlo simulation experiments | Bootstrap-Verfahren | Bootstrap approach | Effizienzmarkthypothese | Efficient market hypothesis | Monte-Carlo-Simulation | Monte Carlo simulation | Martingal | Martingale | Theorie | Theory | Aktienmarkt | Stock market | Statistischer Test | Statistical test |
| Extent: | graph. Darst. |
|---|---|
| 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://ebvufind01.dmz1.zbw.eu/10010403610