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...
Saved in:
| Main Authors: | , |
|---|---|
| 格式: | Article |
| 語言: | English |
| 出版: |
Universiti Kebangsaan Malaysia
2009
|
| 在線閱讀: | http://journalarticle.ukm.my/18/1/ http://journalarticle.ukm.my/18/ http://www.ukm.my/~jsm/kandungan.html |
| 標簽: |
添加標簽
沒有標簽, 成為第一個標記此記錄!
|