Browsing Faculty of Economic and Management Sciences by Subject "Threshold Autoregressive (TAR) model"
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Efficient market hypothesis in South Africa: evidence from linear and nonlinear unit root tests
(University of Primorska, 2015)This study investigates the weak form efficient market hypothesis (emh) for five generalized stock indices in the Johannesburg Stock Exchange (jse) using weekly data collected from31st January 2000 to 16thDecember 2014. In ...