Are GCC stock markets predictable?

Emerging Markets Review

Volumn 12, Issue 3, 2011, Pages 217-237

  Bley, Jorg ^a  

^a AMERICAN UNIVERSITY OF SHARJAH   (United Arab Emirates)

Author keywords

Emerging markets; GARCH models; Market efficiency; Variance ratio test

Indexed keywords

EID: 79954608092     PISSN: 15660141     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ememar.2011.03.002     Document Type: Article

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