What proportion of time is a particular market inefficient? : analysing market efficiency when equity prices follow threshold autoregressions

Muhammad Farid Ahmed, Prof. Stephen Satchell

Year of publication:	4 April 2016
Authors:	Ahmed, Muhammad Farid ; Satchell, Stephen
Publisher:	Cambridge : University of Cambridge, Faculty of Economics
Subject:	Spekulationsblase \| Bubbles \| Stochastischer Prozess \| Stochastic process \| Statistische Verteilung \| Statistical distribution \| Effizienzmarkthypothese \| Efficient market hypothesis \| Autokorrelation \| Autocorrelation \| Simulation \| Welt \| World \| 1978-2015

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