Determining the randomness of the Philippine Stock Market using the Hurst exponent through rescaled range (R/S) analysis for the period covering January 1998 to May 2007

Author

Sarah Kimberly M. Agregado
Aaron E. Ayusa
Hazel Beatrize G. De Vera
Karlo Antonio C. Lim

Date of Publication

2006

Document Type

Bachelor's Thesis

Degree Name

Bachelor of Science in Commerce Major in Management of Financial Institutions

College

Ramon V. Del Rosario College of Business

Department/Unit

Financial Management

Abstract Format

html

Language

English

Format

Print

Accession Number

TU13357

Shelf Location

Archives, The Learning Commons, 12F, Henry Sy Sr. Hall

Physical Description

81 numb. leaves

Keywords

Exponents (Algebra); Stock exchanges

Recommended Citation

Agregado, S. M., Ayusa, A. E., De Vera, H. G., & Lim, K. C. (2006). Determining the randomness of the Philippine Stock Market using the Hurst exponent through rescaled range (R/S) analysis for the period covering January 1998 to May 2007. Retrieved from https://animorepository.dlsu.edu.ph/etd_bachelors/17435