Empirical evidences of coherent market hypothesis
Bibliography: leaves 202-208. === In this dissertation, empirical explorations of basic properties of the CMH-based returns distribution will be conducted on the Johannesburg Stock Exchange. This is followed by a the-oretical exploraion of the stochastic differential equations that governs the under...
| Main Author: | |
|---|---|
| Other Authors: | |
| Format: | Dissertation |
| Language: | English |
| Published: |
University of Cape Town
2014
|
| Subjects: | |
| Online Access: | http://hdl.handle.net/11427/4897 |