Testing the efficiency of Amman Stock Exchange by the two step regression based technique, the Johansen multivariate technique cointegration, and Granger causality.
Autor: | Al Barghouthi, Sameer1, Rehman, Ijaz Ur1, Rawashdeh, Ghaida2 |
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Zdroj: | Electronic Journal of Applied Statistical Analysis. Oct2016, Vol. 9 Issue 3, p572-586. 15p. |
Databáze: | Academic Search Ultimate |
Externí odkaz: |