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Search: subject:"multiple variance ratio test"
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market efficiency
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multiple variance ratio test
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Does market capitalisation matters? : tests of weak-form efficient market hypothesis for Thai stock market
Sodsai, Ramede
;
Suksonghong, Karoon
- In:
International journal of monetary economics and finance
11
(
2018
)
3
,
pp. 235-242
Persistent link: https://www.econbiz.de/10011971093
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Financial Liberalization and Stock Price Behaviour in Asian Emerging Markets
Füss, Roland
- In:
Economic Change and Restructuring
38
(
2005
)
1
,
pp. 37-62
as the
multiple
variance
ratio
test
of Chow and Denning are employed. The multiple statistical comparison of variance …
Persistent link: https://www.econbiz.de/10005701415
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