Box-Jenkins Modeling of Greek Stock Prices Data

Box-Jenkins Modeling of Greek Stock Prices Data

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Recent econometric procedures are employed in this paper to investigate the behavioral properties of Athens Stock Exchange (ASE) indices. The results of serial correlation showed that the hypothesis of weak - form efficiency of Athens Stock Exchange should be rejected. The Augmented Dickey- Fuller t...

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Bibliographic Details
Main Author:	Chaido Dritsaki
Format:	Article
Language:	English
Published:	EconJournals 2015-09-01
Series:	International Journal of Economics and Financial Issues
Subjects:	market efficiency arima models stationary and random walk tests stock prices forecasting greece
Online Access:	https://dergipark.org.tr/tr/pub/ijefi/issue/31970/352180?publisher=http-www-cag-edu-tr-ilhan-ozturk

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