You are not logged in.

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, RuipengORCID iD for 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
Connect to link resolver
 
Unless expressly stated otherwise, the copyright for items in DRO is owned by the author, with all rights reserved.

Versions
Version Filter Type
Citation counts: TR Web of Science Citation Count  Cited 0 times in TR Web of Science
Scopus Citation Count Cited 0 times in Scopus
Google Scholar Search Google Scholar
Access Statistics: 5 Abstract Views, 1 File Downloads  -  Detailed Statistics
Created: Tue, 13 Mar 2018, 10:39:59 EST

Every reasonable effort has been made to ensure that permission has been obtained for items included in DRO. If you believe that your rights have been infringed by this repository, please contact drosupport@deakin.edu.au.