Testing the random walk hypothesis for Japanese stock prices in S. Taylor's model
Takeaki Kariya ; Yoshihiko Tsukuda ; Junko Maru
| Year of publication: |
1990
|
|---|---|
| Authors: | Kariya, Takeaki ; Tsukuda, Yoshihiko ; Maru, Junko |
| Publisher: |
Chicago, IL : Univ. of Chicago, Graduate School of Business [u.a.] |
| Subject: | Japan | Random Walk | Random walk | Börsenkurs | Share price | Schätzung | Estimation |
| Extent: | 56 S. : graph. Darst |
|---|---|
| Series: | Working paper series economics and econometrics. - Chicago, Ill. : [Verlag nicht ermittelbar], ZDB-ID 2618229-4. - Vol. 94 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000809499