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

Hafiz Al Asad Bin Hoque, Jae Kim, Chong Soo Pyun

Research output: Contribution to journal › Article › Research › peer-review

Original language	English
Pages (from-to)	488 - 502
Number of pages	15
Journal	International Review of Economics and Finance
Volume	16
Issue number	4
Publication status	Published - 2007

Cite this

@article{6d305aee9f8e4c2eb06ab02b5ec6705b,

title = "A comparison of variance ratio tests of random walk: A case of Asian emerging stock markets",

author = "Hoque, {Hafiz Al Asad Bin} and Jae Kim and Pyun, {Chong Soo}",

year = "2007",

language = "English",

volume = "16",

pages = "488 -- 502",

journal = "International Review of Economics and Finance",

issn = "1059-0560",

publisher = "Elsevier",

number = "4",

}