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
Zdroj: Electronic Journal of Applied Statistical Analysis. Oct2016, Vol. 9 Issue 3, p572-586. 15p.
Databáze: Academic Search Ultimate