Robust weak-form efficiency tests in volatile European equity indices
Kwesi Enninful and Michael Mark Dowling
| Year of publication: |
2013
|
|---|---|
| Authors: | Enninful, Kwesi ; Dowling, Michael Mark |
| Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 20.2013, 7/9, p. 863-868
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| Subject: | Volatilität | Volatility | Effizienzmarkthypothese | Efficient market hypothesis | EU-Staaten | EU countries | Aktienindex | Stock index | Börsenkurs | Share price | Schätzung | Estimation | Aktienmarkt | Stock market | ARCH-Modell | ARCH model |
| 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/10009763272