ID | 352516 |
Title Proper | Examining random walk hypothesis on major world financial indices |
Language | ENG |
Author | Musunuru (Naveen) ; Patton (Jamie) |
`In' analytical Note | Indian Journal of Economics and Business 11(3&4) Jul-Dec 2012pp571-586 |
Journal Source | Indian Journal of Economics and Business 11(3&4) Jul-Dec 2012pp571-586 |
Classification Number | Xx |
Key Words | Random walk ; GARCH ; Market Efficiency ; Variance ratio |