An application of the chaos theory in the Philippine stock market: A rescaled range analysis

The Efficient Market Hypothesis has been the bedrock of quantitative capital market theory, and researches have been based on this concept. Analysis of the theory were based on this concept. Analysis of the theory were based on linear models. It assumes that people are rational, and prices reflect a...

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Bibliographic Details
Main Authors: Esperanza, Maritess, Mercado, Ma. Cristina, Pinpin, Lord Lemuel
Format: text
Language:English
Published: Animo Repository 1997
Subjects:
Online Access:https://animorepository.dlsu.edu.ph/etd_bachelors/16360
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Institution: De La Salle University
Language: English