2015•Journal of International Financial Markets Institutions and MoneyRequires access

A GARCH model for testing market efficiency

Paresh Kumar Narayan, Ruipeng Liu, Joakim Westerlund

Open publisher page 72 citations

Abstract

This record does not include an abstract. Use the full-text link above if available.

About this research paper

What this paper is about

An abstract is not available in the OpenAlex record for this paper.

Why it matters

OpenAlex reports 72 citations for this work. Citation counts describe recorded attention and do not establish research quality.

Key contribution

A contribution statement is not available in the OpenAlex record.

Method / approach

Method details are not available in the OpenAlex metadata.

Main findings

Findings are not separately available in the OpenAlex metadata.

Limitations

Limitations are not available in the OpenAlex metadata.

Applications

Application details are not available in the OpenAlex metadata.

Key concepts: Unit root, Autoregressive conditional heteroskedasticity, Econometrics, Null hypothesis, Economics, Heteroscedasticity, Autoregressive model, Unit root test

Back to paper search Browse research topics Original source

A GARCH model for testing market efficiency — Research Paper | ScholarLens