Simulating stock returns under switching regimes - a new test of market efficiency
David Meenagh, Patrick Minford, David Peel
| Year of publication: |
2007
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|---|---|
| Authors: | Meenagh, David ; Minford, Patrick ; Peel, David |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 94.2007, 2, p. 235-239
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| Subject: | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | Politischer Wandel | Political change | Wirtschaftsmodell | Economic model | Markov-Kette | Markov chain | Großbritannien | United Kingdom | Effizienzmarkthypothese | Efficient market hypothesis |
| 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/10003417284