A GARCH model for testing market efficiency Narayan, Paresh Kumar and Liu, Ruipeng 2015, A GARCH model for testing market efficiency, Deakin University, School of Accounting, Economics and Finance, Geelong, Vic.. Attached Files Name Description MIMEType Size Downloads Title A GARCH model for testing market efficiency Author(s) Narayan, Paresh Kumar Liu, Ruipeng orcid.org/0000-0003-4174-6135 Publication date 2015 Series School Working paper - Financial Econometrics Series ; SWP 2015/01 Total pages 31 Publisher Deakin University, School of Accounting, Economics and Finance Place of publication Geelong, Vic. Keyword(s) Efficient Market Hypothesis GARCH Unit Root Structural Break Stock Price RePEc:dkn:ecomet:fe_2015_01 Language eng HERDC Research category CN.1 Other journal article Copyright notice ©2015, The Authors Persistent URL http://hdl.handle.net/10536/DRO/DU:30106792 Document type: Report Collection: RePEc Working Papers Related Links Link Description Connect to Elements publication management system Go to link with your DU access privileges     Unless expressly stated otherwise, the copyright for items in DRO is owned by the author, with all rights reserved. Versions Version Filter Type Tue, 13 Mar 2018, 10:39:59 EST Wed, 14 Mar 2018, 04:00:41 EST Wed, 14 Mar 2018, 07:25:52 EST Wed, 14 Mar 2018, 09:32:47 EST Filtered Full Citation counts:   Cited 0 times in TR Web of Science Cited 0 times in Scopus Search Google Scholar Access Statistics: 5 Abstract Views, 1 File Downloads  -  Detailed Statistics Created: Tue, 13 Mar 2018, 10:39:59 EST

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