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 orcid.org/0000-0001-7934-8146 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 Notes This working paper was later published online in the journal 'Journal of International Financial Markets, Institutions and money' and is available online: http://www.dx.doi.org/10.1016/j.intfin.2015.12.008 Language eng HERDC Research category CN.1 Other journal article Related work DU:30081583 Copyright notice ©2015, The Authors Persistent URL http://hdl.handle.net/10536/DRO/DU:30106792 Document type: Report Collections: Faculty of Business and Law RePEc Working Papers Related Links Link Description Connect to published journal article Go to link with your DU access privileges     Link to Related Work A GARCH model for testing market efficiency Journal Article (deposited 23-02-2016) A GARCH model for testing market efficiency Report (deposited 13-03-2018)   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 Mon, 27 Aug 2018, 15:52:00 EST Filtered Full Citation counts:   Cited 0 times in TR Web of Science Cited 0 times in Scopus Search Google Scholar Access Statistics: 126 Abstract Views, 1 File Downloads  -  Detailed Statistics Created: Tue, 13 Mar 2018, 10:39:59 EST

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