Testing the random walk-hypothesis : power versus frequency of observation ; received 12.12.1984
Year of publication: |
1985
|
---|---|
Authors: | Shiller, Robert J. ; Perron, Pierre |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 18.1985, 4, p. 381-386
|
Subject: | Börsenkurs |
-
Money velocity and asset prices in the euro area
Dreger, Christian, (2008)
-
Liquidity and asset prices: how strong are the linkages?
Dreger, Christian, (2009)
-
Margin trading bans in experimental asset markets
Füllbrunn, Sascha, (2012)
- More ...
-
Testing the Random Walk Hypothesis : Power Versus Frequency of Observation
Shiller, Robert J., (2021)
-
Testing the Random Walk Hypothesis : Power versus Frequency of Observation
Shiller, Robert J., (1985)
-
Testing the Random Walk Hypothesis: Power Versus Frequency of Observation
Perron, Pierre, (1984)
- More ...