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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Bibliographic Details
Main Authors: Agregado, Sarah Kimberly M., Ayusa, Aaron E., De Vera, Hazel Beatrize G., Lim, Karlo Antonio C.
Format: text
Language:English
Published: Animo Repository 2006
Subjects:
Online Access:https://animorepository.dlsu.edu.ph/etd_bachelors/17435
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Institution: De La Salle University
Language: English
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