Journal ArticleUnknown

A comparison of variance ratio tests of random walk: A case of Asian emerging stock markets

Authors

Hafiz Hoque, Jae Kim, Chong Soo Pyun

Author Affiliations

University of Dhaka, Monash University, University of Memphis

Published InInternational Review of Economics & Finance

Year2006

Citations225

DOI10.1016/j.iref.2006.01.001

Abstract

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Fields & Keywords

Social Sciences Economics, Econometrics and Finance Finance Financial Markets and Investment Strategies Stock Market Forecasting Methods Complex Systems and Time Series Analysis Financial economics Econometrics Monetary economics Statistics Macroeconomics Archaeology Law