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    • Further evidence of long memory in the South African Stock Market 

      Van Vuuren, Gary; Styger, Paul; Morris, Quinton (Wiley-Blackwell, 2009)
      This paper expands and augments the results of the paper by Jefferis and Thupayagale) and tests the efficiency of the South African stock market with Wavelet and Markov Switching Regime analyses of selected shares and the ...