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Testing the Assertion that Emerging Asian Stock Markets are Becoming More Efficient · Study

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PreprintTesting the Assertion that Emerging Asian Stock Markets are Becoming More Efficient

Kian‐Ping Lim2006

OA

Preprintgreen2006

Testing the Assertion that Emerging Asian Stock Markets are Becoming More Efficient

Kian‐Ping Lim · Robert Brooks · Melvin Hinich

20 citations·0/0 files stored·SSRN Electronic Journal

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Financial Markets and Investment Strategies Financial Risk and Volatility Modeling Stock Market Forecasting Methods

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References

1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation 1996A test for independence based on the correlation dimension 1995Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation 2004The Adaptive Markets Hypothesis 1983DIAGNOSTIC CHECKING ARMA TIME SERIES MODELS USING SQUARED‐RESIDUAL AUTOCORRELATIONS 2000Nonlinear Time Series Models in Empirical Finance 1991Chaos and Nonlinear Dynamics: Application to Financial Markets 1989Nonlinear Dynamics and Stock Returns

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Details

Year2006

Typepreprint

Published2006-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations20

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.2139/ssrn.906515

openalex_workW1481670101

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