//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~accessRights:"free"
~subject:"Einheitswurzeltest"
~subject:"Forecast"
~subject:"Theorie"
~subject:"equations"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Random Walk"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Einheitswurzeltest
Forecast
Theorie
equations
Random Walk
332
Random walk
303
random walk
223
Theory
85
Schätzung
83
equation
80
statistics
77
correlation
75
Wechselkurs
73
Estimation
72
Exchange rate
68
Prognoseverfahren
68
time series
66
Börsenkurs
64
Efficient market hypothesis
62
Effizienzmarkthypothese
62
Forecasting model
61
Share price
60
forecasting
57
covariance
56
econometrics
53
probability
52
survey
48
Zeitreihenanalyse
47
samples
47
standard deviation
46
Time series analysis
44
Economic models
42
statistic
42
autocorrelation
38
Aktienmarkt
37
Stock market
36
prediction
36
correlations
35
Prognose
34
predictions
33
standard deviations
32
standard errors
32
more ...
less ...
Online availability
All
Free
Undetermined
92
Type of publication
All
Book / Working Paper
165
Article
29
Type of publication (narrower categories)
All
Working Paper
55
Arbeitspapier
46
Graue Literatur
45
Non-commercial literature
45
Article in journal
29
Aufsatz in Zeitschrift
29
Forschungsbericht
2
Article
1
Hochschulschrift
1
more ...
less ...
Language
All
English
169
Undetermined
24
Polish
1
Author
All
Krämer, Walter
6
Bacchetta, Philippe
5
Davies, Laurie
5
Laxton, Douglas
5
Pick, Andreas
5
Rubaszek, Michał
5
West, Kenneth D.
5
Alquist, Ron
4
Bayoumi, Tamim
4
Chinn, Menzie David
4
Engel, Charles
4
Jansen, Pieter W.
4
Kamenik, Ondra
4
Pesaran, M. Hashem
4
Van Wincoop, Eric
4
Alvarez, Fernando
3
Atkeson, Andrew
3
Ca' Zorzi, Michele
3
Carabenciov, Ioan
3
Ermolaev, Igor
3
Freedman, Charles
3
Gupta, Rangan
3
Juillard, Michel
3
Kehoe, Patrick J.
3
Korshunov, Dmitry
3
Matheson, Troy
3
Muck, Jakub
3
Romeu, Rafael
3
Österholm, Pär
3
Balcilar, Mehmet
2
Benes, Jaromir
2
Butter, Frank A. G. den
2
Ca'Zorzi, Michele
2
Cerra, Valerie
2
Ciccarelli, Matteo
2
Clinton, Kevin
2
Corgnet, Brice
2
Darvas, Zsolt M.
2
Dette, Holger
2
Dezhbakhsh, Hashem
2
more ...
less ...
Institution
All
International Monetary Fund (IMF)
71
National Bureau of Economic Research
5
International Monetary Fund
4
Institut de Préparation à l'Administration et à la Gestion (IPAG)
1
University of Cambridge / Department of Applied Economics
1
Published in...
All
IMF Working Papers
68
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
6
NBER working paper series
4
Technical Report
4
IMF Staff Country Reports
3
NBER Working Paper
3
Working paper
3
Working paper series / European Central Bank
3
Cambridge working papers in economics
2
Discussion paper / Tinbergen Institute
2
ECB Working Paper
2
Economies : open access journal
2
Tinbergen Institute Discussion Paper
2
Working paper / Department of Econometrics and Business Statistics, Monash University
2
Working paper / National Bureau of Economic Research, Inc.
2
Working papers / Studienzentrum Gerzensee
2
Accounting and taxation review : A&TR
1
Applied economics
1
Birkbeck working papers in economics and finance : BWPEF
1
Borsa Istanbul Review
1
CBN journal of applied statistics
1
CESifo Working Paper
1
CESifo Working Paper Series
1
CIE working paper series
1
Cahiers de recherches économiques
1
Cogent economics & finance
1
DNB working paper
1
Decision analytics journal
1
Department working papers / Bar-Ilan University, Department of Economics
1
Discussion paper / Department of Economics, University of California San Diego
1
Discussion paper / Institute of Social and Economic Research
1
Discussion paper / School of Economics, University of Tasmania
1
Discussion paper series / University of Essex, Department of Economics
1
Economics : the open-access, open-assessment e-journal
1
Economics : the open-access, open-assessment journal
1
Economics working paper
1
Economía : revista del Departamento de Economía, Pontificia Universidad Católica del Perú
1
European financial and accounting journal : EFAJ
1
European journal of operational research : EJOR
1
Games
1
more ...
less ...
Source
All
ECONIS (ZBW)
112
RePEc
72
EconStor
10
Showing
1
-
10
of
194
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A runs test for stock-market prices with an unobserved trend
Herger, Nils
-
2024
To analyze whether stock-market prices follow a
random
walk
, the algebraic sign of their returns has been compared with …
Persistent link: https://www.econbiz.de/10014464828
Saved in:
2
Higher-order assortativity for directed weighted networks and Markov chains
Arcagni, Alberto
;
Cerqueti, Roy
;
Grassi, Rosanna
- In:
European journal of operational research : EJOR
316
(
2024
)
1
,
pp. 215-227
Persistent link: https://www.econbiz.de/10014573972
Saved in:
3
Exchange rates and fundamentals : forecasting with long maturity forward rates
Darvas, Zsolt M.
;
Schepp, Zoltán
- In:
Journal of international money and finance
143
(
2024
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014551354
Saved in:
4
Analysts versus the
random
walk
in financial forecasting : evidence from the Czech National Bank's Financial Market Inflation Expectations survey
Kladívko, Kamil
;
Österholm, Pär
- In:
Applied economics
56
(
2024
)
17
,
pp. 2077-2088
Persistent link: https://www.econbiz.de/10014475262
Saved in:
5
Are capital markets turning efficient? : need for financial market efficiency index
Arora, Ruchi
;
Mehra, Rishi
- In:
International journal of financial engineering
10
(
2023
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014251214
Saved in:
6
A century-long analysis of global warming and earth temperature using a
random
walk
with drift approach
Wang, Leon
;
Wang, Leigh
;
Li, Yang
;
Wang, John
- In:
Decision analytics journal
7
(
2023
),
pp. 1-10
analyzing temperature changes over the past century, uncovering alarming results. Various models, including the
Random
Walk
with …
Persistent link: https://www.econbiz.de/10014497326
Saved in:
7
Random
walk
and modelling stock return : evidence from international stock markets
Enow, Samuel Tabot
-
2023
Persistent link: https://www.econbiz.de/10014323343
Saved in:
8
Mean-reversion risk and the
random
walk
hypothesis
Jones, C. Kenneth
- In:
Review of financial economics : RFE
41
(
2023
)
4
,
pp. 493-516
Persistent link: https://www.econbiz.de/10014431296
Saved in:
9
Long-memory models in testing the efficiency market hypothesis of the algerian exchange market
Benzai, Yassine
;
Aouad, Hadjar Soumia
;
Djellouli, Nassima
- In:
Management dynamics in the knowledge economy
10
(
2022
)
4/38
,
pp. 376-390
Persistent link: https://www.econbiz.de/10013499339
Saved in:
10
Do extreme market value ratios mean that the market is informationally inefficient? : a study of the Warsaw Stock Exchange
Karasiński, Jacek
;
Zduńczak, Patryk
- In:
Journal of economics & management
43
(
2021
)
1
,
pp. 206-224
-occur with each other. Design/methodology/approach - Following Bachelier’s strict
random
walk
model, we quantified a weak …
Persistent link: https://www.econbiz.de/10013166614
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->