New evidence from the random walk hypothesis for BRICS stock indices: a wavelet unit root test approach
Aviral Kumar Tiwari; Phouphet Kyophilavong
| Year of publication: |
2014
|
|---|---|
| Authors: | Tiwari, Aviral Kumar ; Phouphet Kyophilavong |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 43.2014, p. 38-41
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| Subject: | Stock market | Market efficiency | Random walk | Structural break | Wavelet unit root | Einheitswurzeltest | Unit root test | Random Walk | Zeitreihenanalyse | Time series analysis | Aktienmarkt | Effizienzmarkthypothese | Efficient market hypothesis | Strukturbruch | Schätzung | Estimation | Zustandsraummodell | State space model | Börsenkurs | Share price | Aktienindex | Stock index |
| 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/10010500991