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pro vyhledávání: '"Andrés R. Cruz-Hernández"'
Publikováno v:
Latin American Research Review, Vol 59, Pp 292-314 (2024)
This article examines the adaptive market hypothesis in the five most important Latin American stock indices. To that end, we apply three versions of the variance ratio test, as well as the Brock-Dechert-Scheinkman test for nonlinear predictability.
Externí odkaz:
https://doaj.org/article/44e5f78118f14a2798da3575304956eb