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Department of Mathematics and Applied Mathematics
Empirical evidences of coherent market hypothesis
Abstract
dc:description.abstractIn 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.
Degree
thesis:*- Grantor dc:publisher.institution
- Department of Mathematics and Applied Mathematics
- Year dc:date.issued
- 2002
Author and committee
dc:creator, dc:contributor.*- Author dc:creator
-
- Kao, Peter Ta-Chao
- Advisor dc:contributor.advisor
-
- Guo, Renkuan
Rights
- Language dc:language.iso
- eng
Identifiers
dc:identifier.*- Handle dc:identifier.uri
- http://hdl.handle.net/11427/4897
- OAI identifier oai:identifier
- oai:open.uct.ac.za:11427/4897