Random or Deterministic? Evidence from Indian Stock Market
This study investigates the presence of long memory and non-linear dynamics in Indian stock market returns for a period of 19 years from May 1997 to May 2016 by using Rescaled Range (R/S) method and V-statistics. The empirical findings suggest that Indian stock market shows a high degree of long-ra...
| Hauptverfasser: | , |
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| Format: | Artikel |
| Sprache: | English |
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EconJournals
2016-10-01
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| Schriftenreihe: | International Journal of Economics and Financial Issues |
| Online Zugang: | https://econjournals.com/index.php/ijefi/article/view/2908 |