Browsing by Author "Kao, Peter Ta-Chao"

Now showing 1 - 1 of 1
  • Thumbnail Image
    Item
    Open Access
    Empirical evidences of coherent market hypothesis
    (2002) Kao, Peter Ta-Chao; Guo, Renkuan
    In this dissertation, empirical explorations of basic properties of the CMH-based returns distribution will be conducted on the Johannesburg Stock Exchange. This is followed by a the-oretical exploraion of the stochastic differential equations that governs the underlying market dynamics.