Testing the weak form of efficient market hypothesis for the czech stock market
Author:
Publisher
Prague University of Economics and Business
Subject
Economics and Econometrics,Sociology and Political Science
Link
http://polek.vse.cz/doi/10.18267/j.polek.622.pdf
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1. Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models
2. Informační efektivnost burzovních trhů ve střední Evropě;DIVIŠ;Finance a úvěr,2005
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