Applicability of the fractal market hypothesis (FMH) to the Philippine stock market
This dissertation tests the applicability of the fractal market hypothesis (FMH) to the Philippine stock market. Peters (1994) first used the FMH to prove the persistence of the US market. FMH uses Rescaled Range (R/S) analysis to compute the Hurst exponent (H). If H less than or equal to .50, then...
Saved in:
| Main Author: | |
|---|---|
| Format: | text |
| Language: | English |
| Published: |
Animo Repository
2004
|
| Subjects: | |
| Online Access: | https://animorepository.dlsu.edu.ph/etd_doctoral/42 https://animorepository.dlsu.edu.ph/context/etd_doctoral/article/1041/viewcontent/CDTG003707_P.pdf |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Institution: | De La Salle University |
| Language: | English |