Testing the efficiency of stock market using nonlinear unit root : evidence from India
Suresh K. G. and Aviral Kumar Tiwari
| Year of publication: |
Juni 2015
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|---|---|
| Authors: | Suresh, K. G. ; Tiwari, Aviral Kumar |
| Published in: |
The empirical economics letters : a monthly international journal of economics. - Rajshahi, ISSN 1681-8997, ZDB-ID 2560109-X. - Vol. 14.2015, 6, p. 543-549
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| Subject: | Stock market efficiency | Nonlinear unit root | TAR model | BSE sectoral indices | India | Indien | Aktienmarkt | Stock market | Einheitswurzeltest | Unit root test | Effizienzmarkthypothese | Efficient market hypothesis | Nichtlineare Regression | Nonlinear regression | Schätzung | Estimation |
| 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/10011419117