Stock market efficiency in Asia : evidence from the Narayan-Liu-Westerlund's GARCH-based unit root test
Year of publication: |
2024
|
---|---|
Authors: | Yaya, OlaOluwa S. ; Adekoya, Oluwasegun B. ; Xuan Vinh Vo ; Al-Faryan, Mamdouh Abdulaziz Saleh |
Published in: |
International journal of finance & economics : IJFE. - Chichester [u.a.] : Wiley, ISSN 1099-1158, ZDB-ID 1493204-0. - Vol. 29.2024, 1, p. 91-101
|
Subject: | Asia | GARCH | stock market efficiency | structural breaks | unit root | Aktienmarkt | Stock market | Asien | Einheitswurzeltest | Unit root test | Effizienzmarkthypothese | Efficient market hypothesis | Strukturbruch | Structural break | ARCH-Modell | ARCH model | Zeitreihenanalyse | Time series analysis |
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