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ASEAN cointegration efficient market hypothesis variance ratio
Number of items: 4.

ASEAN

Guidi, Francesco ORCID logoORCID: https://orcid.org/0000-0002-2682-189X and Gupta, Rakesh (2011) Are ASEAN stock markets efficients? Evidence from univariate and multivariate variance ratio tests. Discussion Paper. Griffith University, Brisbane, Australia.

cointegration

Guidi, Francesco ORCID logoORCID: https://orcid.org/0000-0002-2682-189X and Gupta, Rakesh (2011) Are ASEAN stock markets efficients? Evidence from univariate and multivariate variance ratio tests. Discussion Paper. Griffith University, Brisbane, Australia.

efficient market hypothesis

Guidi, Francesco ORCID logoORCID: https://orcid.org/0000-0002-2682-189X and Gupta, Rakesh (2011) Are ASEAN stock markets efficients? Evidence from univariate and multivariate variance ratio tests. Discussion Paper. Griffith University, Brisbane, Australia.

variance ratio

Guidi, Francesco ORCID logoORCID: https://orcid.org/0000-0002-2682-189X and Gupta, Rakesh (2011) Are ASEAN stock markets efficients? Evidence from univariate and multivariate variance ratio tests. Discussion Paper. Griffith University, Brisbane, Australia.

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