Simulating stock returns under switching regimes ; a new test of market efficiency
David Meenagh, Patrick Minford and David Peel
| Year of publication: |
2006
|
|---|---|
| Authors: | Meenagh, David ; Minford, Patrick ; Peel, David |
| Publisher: |
London : Centre for Economic Policy Research |
| Subject: | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | Politischer Wandel | Political change | Wirtschaftsmodell | Economic model | Markov-Kette | Markov chain | Großbritannien | United Kingdom | Effizienzmarkthypothese | Efficient market hypothesis |
| Extent: | 14 S. graph. Darst. |
|---|---|
| Series: | Discussion paper / Centre for Economic Policy Research. - London, ISSN 0265-8003, ZDB-ID 1442064-8. - Vol. 5614 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003322804