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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 |
