✦ LIBER ✦

VARIANCE RATIO TESTS OF THE RANDOM WALK HYPOTHESIS FOR SOUTH AFRICAN STOCK FUTURES

✍ Scribed by Graham Smith; Gillian Rogers

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

The random walk hypothesis for Chinese s

✍ Amélie Charles; Olivier Darné 📂 Article 📅 2009 🏛 Elsevier Science 🌐 English ⚖ 153 KB

A variance ratio test of the random walk

✍ Chang, Kuo-Ping; Ting, Kuo-Shiuan 📂 Article 📅 2000 🏛 Taylor and Francis Group 🌐 English ⚖ 147 KB

Variance ratio tests of random walk for

✍ Jorge L. Urrutia 📂 Article 📅 1992 🏛 Elsevier Science 🌐 English ⚖ 649 KB

Korean stock prices under price limits:

✍ Ryoo, Hyun-Jung; Smith, Graham 📂 Article 📅 2002 🏛 Taylor and Francis Group 🌐 English ⚖ 251 KB

A comparison of variance ratio tests of

✍ Hafiz A.A.B. Hoque; Jae H. Kim; Chong Soo Pyun 📂 Article 📅 2007 🏛 Elsevier Science 🌐 English ⚖ 279 KB

Testing the random walk hypothesis: evid

✍ Dockery, E.; Vergari, F. 📂 Article 📅 1997 🏛 Taylor and Francis Group 🌐 English ⚖ 229 KB