Testing the random walk hypothesis with technical trading rules

Mestrado em Finanças

Bibliographic Details
Main Author: Alves, Gonçalo Filipe Rodrigues (author)
Format: masterThesis
Language:eng
Published: 2016
Subjects:
Hipótese de passeio aleatório
eficiência dos mercados acionistas
testes de rácios de variância
teste de raiz unitária
Euronext Lisboa
Random walk hypothesis
Stock market efficiency
Variance ratio tests
Unit root test
Euronext Lisbon
Online Access:http://hdl.handle.net/10400.5/10939
Country:Portugal
Oai:oai:www.repository.utl.pt:10400.5/10939

Internet

http://hdl.handle.net/10400.5/10939

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