Nonlinearity And The Random Walk Behaviour Of East Asian Stock Prices
This study examines the price behaviour of East Asian stock markets and individual stocks listed on the Bursa Malaysia in the light of random walk hypothesis by utilizing the new and powerful statistical tool, namely the Brock-Dechert-Scheinkman (BDS) test and Hinich Bispectrum test. This study emph...
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| Main Author: | |
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| Format: | Thesis |
| Language: | English English |
| Published: |
2007
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| Subjects: | |
| Online Access: | http://psasir.upm.edu.my/id/eprint/5012/1/FEP_2007_2.pdf |
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