Stock market efficiency in Asia : evidence from the Narayan-Liu-Westerlund's GARCH-based unit root test
OlaOluwa S. Yaya, Oluwasegun B. Adekoya, Xuan Vinh Vo, Mamdouh Abdulaziz Saleh Al-Faryan
| Year of publication: |
2024
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|---|---|
| Authors: | Yaya, OlaOluwa S. ; Adekoya, Oluwasegun B. ; Vo Xuan Vinh ; Al-Faryan, Mamdouh Abdulaziz Saleh |
| Published in: |
International journal of finance & economics : IJFE. - Chichester [u.a.] : Wiley, ISSN 1099-1158, ZDB-ID 1493204-0. - Vol. 29.2024, 1, p. 91-101
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| Subject: | Asia | GARCH | stock market efficiency | structural breaks | unit root | Einheitswurzeltest | Unit root test | Asien | Aktienmarkt | Stock market | Strukturbruch | Structural break | Effizienzmarkthypothese | Efficient market hypothesis | Zeitreihenanalyse | Time series analysis | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/ijfe.2676 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014468989