Testing the evolving efficiency of Arab stock markets

International Review of Financial Analysis

Volumn 19, Issue 1, 2010, Pages 25-34

  Abdmoulah, Walid ^a  

^a Arab Planning Institute   (Kuwait)

Author keywords

Arab stock markets; Evolving Efficiency Test; GARCH M (1,1); Kalman filter

Indexed keywords

EID: 73649116652     PISSN: 10575219     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.irfa.2009.11.004     Document Type: Article

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