A randomness test for financial time series
Year of publication: |
2007
|
---|---|
Authors: | Risso, Wiston Adrián |
Published in: |
Revista de economía. - Montevideo, ISSN 0797-5546, ZDB-ID 737934-1. - Vol. 14.2007, 1, p. 155-171
|
Subject: | CAPM | Zeitreihenanalyse | Time series analysis | Random Walk | Random walk |
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