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Random-Walk and Efficiency Tests of Central European Equity Markets · Study

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PreprintRandom-Walk and Efficiency Tests of Central European Equity Markets

Claire G. Gilmore2001

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Preprintgreen2001

Random-Walk and Efficiency Tests of Central European Equity Markets

Claire G. Gilmore · Ginette M. McManus

23 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

1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root 1969Investigating Causal Relations by Econometric Models and Cross-spectral Methods 1988Testing for a Unit Root in Time Series Regression 1988Statistical analysis of cointegration vectors 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root 2012The Econometrics of Financial Markets 2010Investigating Causal Relations by Econometric Models and Cross-Spectral Methods

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Year2001

Typepreprint

Published2001-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations23

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.2139/ssrn.269510

openalex_workW2000641186

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