Hypothèses de Marché Efficaces Book by Qurat Ul-Ain
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Hypothèses de Marché Efficaces

Hypothèses de Marché Efficaces


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About the Book

Cette étude se concentre sur le KSE dans le contexte de l'EMH et cherche des preuves de la forme d'efficacité faible et semi-forte de l'indice KSE 100 du 31 décembre 2003 au 4 mars 2010. WFEMH testé avec le RWM. Chi- Square, Kolmogrov -Smirnov, test de course et test d'autocorrélation ont été utilisés. Pour la forme semi-forte, les tests conceptuels pertinents ont été effectués pour vérifier l'effet Jour de la semaine, l'effet Week-end, l'effet janvier et l'effet des fêtes religieuses. Tous ces tests ont été effectués sur les données originales des cours de clôture. Le modèle ARIMA a été utilisé pour vérifier les résultats. Les résultats montrent que les séries de prix du marché ne suivent pas le modèle de marche aléatoire


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Product Details
  • ISBN-13: 9786203376616
  • Publisher: KS Omniscriptum Publishing
  • Publisher Imprint: Editions Notre Savoir
  • Height: 229 mm
  • No of Pages: 132
  • Spine Width: 8 mm
  • Weight: 254 gr
  • ISBN-10: 6203376612
  • Publisher Date: 03 Mar 2021
  • Binding: Paperback
  • Language: French
  • Returnable: N
  • Sub Title: Preuve de la Bourse de Karachi (Kse)
  • Width: 152 mm


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