ON THE VALIDITY OF THE RANDOM WALK HYPOTHESIS APPLIED TO THE DHAKA STOCK EXCHANGE (Q4658678)
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scientific article; zbMATH DE number 2146987
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ON THE VALIDITY OF THE RANDOM WALK HYPOTHESIS APPLIED TO THE DHAKA STOCK EXCHANGE |
scientific article; zbMATH DE number 2146987 |
Statements
ON THE VALIDITY OF THE RANDOM WALK HYPOTHESIS APPLIED TO THE DHAKA STOCK EXCHANGE (English)
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18 March 2005
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weak-form efficient market hypothesis
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Dhaka Stock Exchange
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random walk model
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variance ratio
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EGARCH model
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BDS statistic
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