Determining the randomness of the Philippine Stock Market using the Hurst exponent through rescaled range (R/S) analysis for the period covering January 1998 to May 2007
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| Language: | English |
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2006
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| Online Access: | https://animorepository.dlsu.edu.ph/etd_bachelors/17435 |
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oai:animorepository.dlsu.edu.ph:etd_bachelors-179482022-02-03T05:24:03Z Determining the randomness of the Philippine Stock Market using the Hurst exponent through rescaled range (R/S) analysis for the period covering January 1998 to May 2007 Agregado, Sarah Kimberly M. Ayusa, Aaron E. De Vera, Hazel Beatrize G. Lim, Karlo Antonio C. 2006-01-01T08:00:00Z text https://animorepository.dlsu.edu.ph/etd_bachelors/17435 Bachelor's Theses English Animo Repository Exponents (Algebra) Stock exchanges |
| institution |
De La Salle University |
| building |
De La Salle University Library |
| continent |
Asia |
| country |
Philippines Philippines |
| content_provider |
De La Salle University Library |
| collection |
DLSU Institutional Repository |
| language |
English |
| topic |
Exponents (Algebra) Stock exchanges |
| spellingShingle |
Exponents (Algebra) Stock exchanges Agregado, Sarah Kimberly M. Ayusa, Aaron E. De Vera, Hazel Beatrize G. Lim, Karlo Antonio C. Determining the randomness of the Philippine Stock Market using the Hurst exponent through rescaled range (R/S) analysis for the period covering January 1998 to May 2007 |
| format |
text |
| author |
Agregado, Sarah Kimberly M. Ayusa, Aaron E. De Vera, Hazel Beatrize G. Lim, Karlo Antonio C. |
| author_facet |
Agregado, Sarah Kimberly M. Ayusa, Aaron E. De Vera, Hazel Beatrize G. Lim, Karlo Antonio C. |
| author_sort |
Agregado, Sarah Kimberly M. |
| title |
Determining the randomness of the Philippine Stock Market using the Hurst exponent through rescaled range (R/S) analysis for the period covering January 1998 to May 2007 |
| title_short |
Determining the randomness of the Philippine Stock Market using the Hurst exponent through rescaled range (R/S) analysis for the period covering January 1998 to May 2007 |
| title_full |
Determining the randomness of the Philippine Stock Market using the Hurst exponent through rescaled range (R/S) analysis for the period covering January 1998 to May 2007 |
| title_fullStr |
Determining the randomness of the Philippine Stock Market using the Hurst exponent through rescaled range (R/S) analysis for the period covering January 1998 to May 2007 |
| title_full_unstemmed |
Determining the randomness of the Philippine Stock Market using the Hurst exponent through rescaled range (R/S) analysis for the period covering January 1998 to May 2007 |
| title_sort |
determining the randomness of the philippine stock market using the hurst exponent through rescaled range (r/s) analysis for the period covering january 1998 to may 2007 |
| publisher |
Animo Repository |
| publishDate |
2006 |
| url |
https://animorepository.dlsu.edu.ph/etd_bachelors/17435 |
| _version_ |
1772835203579904000 |