A GARCH model for testing market efficiency
Paresh Narayan () and
Working Papers from Deakin University, Department of Economics
Keywords: Efficient Market Hypothesis; GARCH; Unit Root; Structural Break; Stock Price (search for similar items in EconPapers)
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Journal Article: A GARCH model for testing market efficiency (2016)
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Persistent link: https://EconPapers.repec.org/RePEc:dkn:ecomet:fe_2015_01
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