Full Text Available
Note: Clicking the button above will open the full text document at the original institutional repository in a new window.
Empirical evidences of coherent market hypothesis
Bibliography: leaves 202-208.
Saved in:
| Main Author: | |
|---|---|
| Other Authors: | |
| Format: | Thesis |
| Language: | English |
| Published: |
Department of Mathematics and Applied Mathematics
2014
|
| Subjects: | |
| Tags: |
No Tags, Be the first to tag this record!
|
| _version_ | 1867614098107138048 |
|---|---|
| access_status_str | Open Access |
| author | Kao, Peter Ta-Chao |
| author2 | Guo, Renkuan |
| author_browse | Guo, Renkuan Kao, Peter Ta-Chao |
| author_facet | Guo, Renkuan Kao, Peter Ta-Chao |
| author_sort | Kao, Peter Ta-Chao |
| collection | Thesis |
| description | Bibliography: leaves 202-208. |
| format | Thesis |
| id | oai:open.uct.ac.za:11427/4897 |
| institution | University of Cape Town (South Africa) |
| language | eng |
| last_indexed | 2026-06-10T12:46:38.323Z |
| license_str | Not specified — see source repository |
| provenance_str_mv | Harvested via OAI-PMH from UCTD — University of Cape Town Open Access Repository |
| publishDate | 2014 |
| publishDateRange | 2014 |
| publishDateSort | 2014 |
| publisher | Department of Mathematics and Applied Mathematics |
| publisherStr | Department of Mathematics and Applied Mathematics |
| record_format | dspace |
| source_str | UCTD — University of Cape Town Open Access Repository |
| spelling | oai:open.uct.ac.za:11427/4897 Empirical evidences of coherent market hypothesis Kao, Peter Ta-Chao Guo, Renkuan Mathematics of Finance Bibliography: leaves 202-208. 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. 2014-07-31T08:08:12Z 2014-07-31T08:08:12Z 2002 Master Thesis Masters MSc http://hdl.handle.net/11427/4897 eng application/pdf Department of Mathematics and Applied Mathematics Faculty of Science University of Cape Town |
| spellingShingle | Mathematics of Finance Kao, Peter Ta-Chao Empirical evidences of coherent market hypothesis |
| thesis_degree_str | Master's |
| title | Empirical evidences of coherent market hypothesis |
| title_full | Empirical evidences of coherent market hypothesis |
| title_fullStr | Empirical evidences of coherent market hypothesis |
| title_full_unstemmed | Empirical evidences of coherent market hypothesis |
| title_short | Empirical evidences of coherent market hypothesis |
| title_sort | empirical evidences of coherent market hypothesis |
| topic | Mathematics of Finance |
| url | http://hdl.handle.net/11427/4897 |
| work_keys_str_mv | AT kaopetertachao empiricalevidencesofcoherentmarkethypothesis |