An analysis of the predictability of asset returns : a case of six emerging stock markets of Asia
Year of publication: |
2011
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Authors: | Fatnassi, Latifa ; Abaoub, Ezzeddine |
Published in: |
The IUP journal of applied finance : IJAF. - Hyderabad : Icfai University Press, ISSN 0972-5105, ZDB-ID 2521131-6. - Vol. 17.2011, 2, p. 57-67
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Subject: | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Effizienzmarkthypothese | Efficient market hypothesis | Random Walk | Random walk | ARMA-Modell | ARMA model | Asien | Asia | 1997-2008 |
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