Variance ratio tests of the random walk hypothesis for South African stock futures
Graham Smith and Gillian Rogers
| Year of publication: |
2006
|
|---|---|
| Authors: | Smith, Graham ; Rogers, Gillian |
| Published in: |
The South African journal of economics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0038-2280, ZDB-ID 281249-6. - Vol. 74.2006, 3, p. 410-421
|
| Subject: | Index-Futures | Index futures | Random Walk | Random walk | Südafrika | South Africa | 2004 |
| 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/10003382149