$Applicability of the fractal market hypothesis (FMH) to the Philippine stock market$

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...

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書目詳細資料
主要作者:	Vital, Villamor De Guzman
格式:	text
語言:	English
出版:	Animo Repository 2004
主題:	Investments > Philippines Stocks > Philippines Fractals Hypothesis Stock exchanges Business Administration, Management, and Operations
在線閱讀:	https://animorepository.dlsu.edu.ph/etd_doctoral/42 https://animorepository.dlsu.edu.ph/context/etd_doctoral/article/1041/viewcontent/CDTG003707_P.pdf
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!
機構:	De La Salle University
語言:	English

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