Testing the white noise hypothesis of stock returns
Jonathan B. Hill, Kaiji Motegi
| Year of publication: |
2019
|
|---|---|
| Authors: | Hill, Jonathan B. ; Motegi, Kaiji |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 76.2019, p. 231-242
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| Subject: | Blockwise wild bootstrap | Randomized block size | Serial correlation | Weak form efficiency | White noise test | Bootstrap-Verfahren | Bootstrap approach | Effizienzmarkthypothese | Efficient market hypothesis | Kapitaleinkommen | Capital income | Statistischer Test | Statistical test | Börsenkurs | Share price | Theorie | Theory | Schätzung | Estimation | Noise Trading | Noise trading | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2018.08.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012198322