Random or Deterministic? Evidence from Indian Stock Market
This study investigates the presence of long memory and non-linear dynamics in Indian stock market returns for a period of 19 years from May 1997 to May 2016 by using Rescaled Range (R/S) method and V-statistics. The empirical findings suggest that Indian stock market shows a high degree of long-ran...
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
EconJournals
2016-09-01
|
| Series: | International Journal of Economics and Financial Issues |
| Subjects: | |
| Online Access: | https://dergipark.org.tr/tr/pub/ijefi/issue/32045/354710?publisher=http-www-cag-edu-tr-ilhan-ozturk |