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A comparison of variance ratio tests of random walk: A case of Asian emerging stock markets

Hafiz Hoque Orcid Logo, Jae H. Kim, Chong Soo Pyun

International Review of Economics & Finance, Volume: 16, Issue: 4, Pages: 488 - 502

Swansea University Author: Hafiz Hoque Orcid Logo

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DOI (Published version): 10.1016/j.iref.2006.01.001

Published in: International Review of Economics & Finance
ISSN: 1059-0560
Published: Elsevier BV 2007
Online Access: Check full text

URI: https://cronfa.swan.ac.uk/Record/cronfa59974
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title A comparison of variance ratio tests of random walk: A case of Asian emerging stock markets
spellingShingle A comparison of variance ratio tests of random walk: A case of Asian emerging stock markets
Hafiz Hoque
title_short A comparison of variance ratio tests of random walk: A case of Asian emerging stock markets
title_full A comparison of variance ratio tests of random walk: A case of Asian emerging stock markets
title_fullStr A comparison of variance ratio tests of random walk: A case of Asian emerging stock markets
title_full_unstemmed A comparison of variance ratio tests of random walk: A case of Asian emerging stock markets
title_sort A comparison of variance ratio tests of random walk: A case of Asian emerging stock markets
author_id_str_mv 06d1239b4524fff9c0a0f52a2a368910
author_id_fullname_str_mv 06d1239b4524fff9c0a0f52a2a368910_***_Hafiz Hoque
author Hafiz Hoque
author2 Hafiz Hoque
Jae H. Kim
Chong Soo Pyun
format Journal article
container_title International Review of Economics &amp; Finance
container_volume 16
container_issue 4
container_start_page 488
publishDate 2007
institution Swansea University
issn 1059-0560
doi_str_mv 10.1016/j.iref.2006.01.001
publisher Elsevier BV
college_str Faculty of Humanities and Social Sciences
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hierarchy_top_id facultyofhumanitiesandsocialsciences
hierarchy_top_title Faculty of Humanities and Social Sciences
hierarchy_parent_id facultyofhumanitiesandsocialsciences
hierarchy_parent_title Faculty of Humanities and Social Sciences
department_str School of Management - Accounting and Finance{{{_:::_}}}Faculty of Humanities and Social Sciences{{{_:::_}}}School of Management - Accounting and Finance
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published_date 2007-01-01T08:11:06Z
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