Natalia Abrosimova

Deloitte & Touche, LLP

Consultant

66 Shoe Lane

London, EC4A 3BQ

United Kingdom

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Testing Weak-Form Efficiency of the Russian Stock Market

EFA 2002 Berlin Meetings Presented Paper
Number of pages: 27 Posted: 11 Mar 2002
Natalia Abrosimova, Gishan Dissanaike and Dirk Linowski
Deloitte & Touche, LLP, University of Cambridge - Judge Business School and University of Nijmegen, Nijmegen School of Management
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Citation 18

Abstract:

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Weak Form Efficiency, Russian Stock Market, ARIMA,GARCH