Market efficiency in Indian exchange rates : adaptive market hypothesis
Year of publication: |
June 2018
|
---|---|
Authors: | Kumar, Dilip |
Published in: |
Theoretical economics letters. - Irvine, Calif. : Scientific Research, ISSN 2162-2078, ZDB-ID 2657454-8. - Vol. 8.2018, 9, p. 1582-1598
|
Subject: | Automatic Variance Ratio (AVR) Test | Rank-Based Tests | Adaptive Market Hypothesis (AMH) | Market Efficiency | Return Predictability | Effizienzmarkthypothese | Efficient market hypothesis | Schätzung | Estimation | Indien | India | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Random Walk | Random walk | Wechselkurs | Exchange rate |
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