Structural break unit-root: an empirical study of Malaysian equity markets
This research investigated the unit-root tests using nonparametric sequences-reversals (S-R), Phillip-Perron (PP) tests and parametric Augmented Dickey-Fuller (ADF) test for the Malaysian equity indices. Under the considerations of drift and structural break, it was found that during the restructuri...
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| 主要な著者: | , |
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| フォーマット: | 論文 |
| 言語: | English |
| 出版事項: |
Universiti Kebangsaan Malaysia
2009
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| オンライン･アクセス: | http://journalarticle.ukm.my/18/1/ http://journalarticle.ukm.my/18/ http://www.ukm.my/~jsm/kandungan.html |
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