Evolving and relative efficiency of MENA stock markets : evidence from rolling joint variance ratio tests
Amira Akl Ahmed
| Year of publication: |
mayo de 2014
|
|---|---|
| Authors: | Ahmed, Amira Akl |
| Published in: |
Ensayos : revista de economia. - Monterrey : [Verlag nicht ermittelbar], ISSN 1870-221X, ZDB-ID 1109861-2. - Vol. 33.2014, 1, p. 91-126
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| Subject: | Random Walk Hypothesis | Stock Market Efficiency | Variance Ratio Tests | Wild Bootstrap | Middle East and North Africa | Aktienmarkt | Stock market | Effizienzmarkthypothese | Efficient market hypothesis | MENA-Staaten | MENA countries | Random Walk | Random walk | Bootstrap-Verfahren | Bootstrap approach | Mittlerer Osten | Middle East | Nordafrika | North Africa | Varianzanalyse | Analysis of variance | Statistischer Test | Statistical test |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Zusammenfassung in englischer Sprache |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011509490