Testing the random walk hypothesis : Power versus frequency of observation
| Year of publication: |
1985
|
|---|---|
| Authors: | Shiller, Robert J. ; Perron, Pierre |
| Published in: |
Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 18.1985, 4, p. 381-386
|
| Publisher: |
Elsevier |