Empirical evidences of coherent market hypothesis

 

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dc.contributor.advisor Guo, Renkuan en_ZA
dc.contributor.author Kao, Peter Ta-Chao en_ZA
dc.date.accessioned 2014-07-31T08:08:12Z
dc.date.available 2014-07-31T08:08:12Z
dc.date.issued 2002 en_ZA
dc.identifier.citation Kao, P. 2002. Empirical evidences of coherent market hypothesis. University of Cape Town. en_ZA
dc.identifier.uri http://hdl.handle.net/11427/4897
dc.description Bibliography: leaves 202-208.
dc.description.abstract 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. en_ZA
dc.language.iso eng en_ZA
dc.subject.other Mathematics of Finance en_ZA
dc.title Empirical evidences of coherent market hypothesis en_ZA
dc.type Master Thesis
uct.type.publication Research en_ZA
uct.type.resource Thesis en_ZA
dc.publisher.institution University of Cape Town
dc.publisher.faculty Faculty of Science en_ZA
dc.publisher.department Department of Mathematics and Applied Mathematics en_ZA
dc.type.qualificationlevel Masters
dc.type.qualificationname MSc en_ZA
uct.type.filetype Text
uct.type.filetype Image
dc.identifier.apacitation Kao, P. T. (2002). <i>Empirical evidences of coherent market hypothesis</i>. (Thesis). University of Cape Town ,Faculty of Science ,Department of Mathematics and Applied Mathematics. Retrieved from http://hdl.handle.net/11427/4897 en_ZA
dc.identifier.chicagocitation Kao, Peter Ta-Chao. <i>"Empirical evidences of coherent market hypothesis."</i> Thesis., University of Cape Town ,Faculty of Science ,Department of Mathematics and Applied Mathematics, 2002. http://hdl.handle.net/11427/4897 en_ZA
dc.identifier.vancouvercitation Kao PT. Empirical evidences of coherent market hypothesis. [Thesis]. University of Cape Town ,Faculty of Science ,Department of Mathematics and Applied Mathematics, 2002 [cited yyyy month dd]. Available from: http://hdl.handle.net/11427/4897 en_ZA
dc.identifier.ris TY - Thesis / Dissertation AU - Kao, Peter Ta-Chao AB - 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. DA - 2002 DB - OpenUCT DP - University of Cape Town LK - https://open.uct.ac.za PB - University of Cape Town PY - 2002 T1 - Empirical evidences of coherent market hypothesis TI - Empirical evidences of coherent market hypothesis UR - http://hdl.handle.net/11427/4897 ER - en_ZA


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