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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| Main Authors: | , , , |
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| Format: | text |
| Language: | English |
| Published: |
Animo Repository
2006
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| Subjects: | |
| Online Access: | https://animorepository.dlsu.edu.ph/etd_bachelors/17435 |
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| Institution: | De La Salle University |
| Language: | English |