![Joakim Westerlund. Photo.](/sites/lusem.lu.se/files/styles/lu_personal_page_desktop/public/2024-04/JoakimWesterlund.jpg.webp?itok=HIha72Rl)
Joakim Westerlund
Professor, Programme director – Master of Data Analytics and Business Economics
![Joakim Westerlund. Photo.](/sites/lusem.lu.se/files/styles/lu_personal_page_desktop/public/2024-04/JoakimWesterlund.jpg.webp?itok=HIha72Rl)
A GARCH Model for Testing Market Efficiency
Author
Summary, in English
Department/s
- Department of Economics
Publishing year
2016
Language
English
Pages
121-138
Publication/Series
Journal of International Financial Markets, Institutions, and Money
Volume
41
Document type
Journal article
Publisher
Elsevier, North-Holland
Topic
- Economics
Keywords
- Unit Root
- Structural Break
- Efficient Market Hypothesis
- Stock Price
- GARCH
Status
Published
ISBN/ISSN/Other
- ISSN: 1042-4431