Graham Smith
Variance ratio tests of the random walk hypothesis for South African stock futures
Smith, Graham; Rogers, Gillian
Authors
Gillian Rogers
Citation
Smith, G., & Rogers, G. (2006). Variance ratio tests of the random walk hypothesis for South African stock futures. South African Journal of Economics, 74(3), 410-421. https://doi.org/10.1111/j.1813-6982.2006.00081.x
| Journal Article Type | Article |
|---|---|
| Publication Date | Jan 1, 2006 |
| Deposit Date | Jul 17, 2013 |
| Journal | South African Journal of Economics |
| Print ISSN | 0038-2280 |
| Electronic ISSN | 1813-6982 |
| Publisher | Wiley |
| Peer Reviewed | Peer Reviewed |
| Volume | 74 |
| Issue | 3 |
| Pages | 410-421 |
| DOI | https://doi.org/10.1111/j.1813-6982.2006.00081.x |
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