Do Asian stock markets follow a random walk? : evidence from LM unit root tests with one or two structural breaks
Hooi Hooi Lean; Russell Smyth
| Year of publication: |
2007
|
|---|---|
| Authors: | Hooi Hooi Lean ; Smyth, Russell |
| Published in: |
Review of Pacific Basin financial markets and policies. - Hackensack, NJ [u.a.] : World Scientific, ISSN 0219-0915, ZDB-ID 1465471-4. - Vol. 10.2007, 1, p. 15-31
|
| Subject: | Aktienmarkt | Stock market | Random Walk | Random walk | Einheitswurzeltest | Unit root test | Mean Reversion | Mean reversion | Strukturbruch | Structural break | Asien | Asia | 1991-2005 |
| 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/10003463385