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Testing adaptive market efficiency in the presence of non-Gaussian uncertainties
One of the central debates in finance concerns the Efficient Market Hypothesis (EMH)—wherein markets are assumed to be efficient in the absolute sense. However, the possibility of time-varying weak-form market efficiency has received increasing attention in recent years. Under the Adaptive Market Hy...
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| Format: | Thesis |
| Language: | English |
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African Institute of Financial Markets and Risk Management
2020
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