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ID352516
Title ProperExamining random walk hypothesis on major world financial indices
LanguageENG
AuthorMusunuru (Naveen) ;  Patton (Jamie)
`In' analytical NoteIndian Journal of Economics and Business 11(3&4) Jul-Dec 2012pp571-586
Journal SourceIndian Journal of Economics and Business 11(3&4) Jul-Dec 2012pp571-586
Classification NumberXx
Key WordsRandom walk ;  GARCH ;  Market Efficiency ;  Variance ratio