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~isPartOf:"Australian Journal of Management"
~isPartOf:"Cambridge working papers in economics"
~isPartOf:"Economic modelling"
~isPartOf:"The empirical economics letters : a monthly international journal of economics"
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Search: subject:"Random Walk"
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Random Walk
18
Random walk
18
Time series analysis
10
Zeitreihenanalyse
10
Estimation
9
Schätzung
9
Theorie
9
Theory
9
Börsenkurs
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8
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6
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6
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2
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Kumar, Dilip
2
Maheswaran, S.
2
Bhattacharya, Mousumi
1
Bhattacharya, Sharad Nath
1
Burns, Kelly
1
Corrado, Luisa
1
Corsetti, Giancarlo
1
Du, Lunfang
1
Gaunt, Clive
1
Gray, Philip
1
Gunji, Hiroshi
1
Harvey, Andrew C.
1
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1
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1
Khan, Imran
1
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1
Khan, Noor Hashim
1
Kouassi, Eugène
1
Kurasawa, Kazutaka
1
Lafarguette, Romain
1
Lapied, André
1
Lee, Cheng-Feng
1
Lee, Chi-Chuan
1
Lee, Chien-chiang
1
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Liu, Benjamin
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Mehl, Arnaud
1
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Moosa, Imad A.
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1
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1
Roubaud, David
1
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1
Setlhare, Lexi L.
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Australian Journal of Management
Cambridge working papers in economics
Economic modelling
The empirical economics letters : a monthly international journal of economics
Physica A: Statistical Mechanics and its Applications
102
IMF Working Papers
84
MPRA Paper
36
Stochastic Processes and their Applications
28
Statistics & Probability Letters
23
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8
Finance India : the quarterly journal of Indian Institute of Finance
7
International journal of economics and finance
7
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7
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7
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7
International review of financial analysis
6
Journal of forecasting
6
Monash Econometrics and Business Statistics Working Papers
6
Research in international business and finance
6
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
6
Annals of the Institute of Statistical Mathematics
5
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ECONIS (ZBW)
19
RePEc
6
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1
Fast trading and the virtue of entropy : evidence from the foreign exchange market
Corsetti, Giancarlo
;
Lafarguette, Romain
;
Mehl, Arnaud
-
2019
Persistent link: https://www.econbiz.de/10012703265
Saved in:
2
Extreme canonical correlations and high-dimensional cointegration analysis
Onatski, Alexei
;
Wang, Chen
-
2017
Persistent link: https://www.econbiz.de/10012667643
Saved in:
3
A reflection principle for a
random
walk
with implications for volatility estimation using extreme values of asset prices
Kumar, Dilip
;
Maheswaran, S.
- In:
Economic modelling
38
(
2014
),
pp. 33-44
Persistent link: https://www.econbiz.de/10010418224
Saved in:
4
Are Northeast Asian stock markets weak form efficient? : evidence based on multiple variance ratio tests
Shaik, Muneer
- In:
The empirical economics letters : a monthly …
16
(
2017
)
4
,
pp. 311-320
Persistent link: https://www.econbiz.de/10011794396
Saved in:
5
Return predictability and efficiency in Bombay stock exchange
Bhattacharya, Mousumi
;
Bhattacharya, Sharad Nath
- In:
The empirical economics letters : a monthly …
16
(
2017
)
5
,
pp. 387-399
Persistent link: https://www.econbiz.de/10011802078
Saved in:
6
Why
random
walk
forecasting works well in forecasting the Japanese inflation
Kurasawa, Kazutaka
- In:
The empirical economics letters : a monthly …
16
(
2017
)
1
,
pp. 19-26
Persistent link: https://www.econbiz.de/10011718765
Saved in:
7
Weak form efficiency and martingale difference sequence tests of six African stock market indexes
Setlhare, Lexi L.
;
Kouassi, Eugène
- In:
The empirical economics letters : a monthly …
15
(
2016
)
1
,
pp. 37-44
Persistent link: https://www.econbiz.de/10011579682
Saved in:
8
Are bitcoin prices rational bubbles
Gunji, Hiroshi
- In:
The empirical economics letters : a monthly …
15
(
2016
)
9
,
pp. 819-824
Persistent link: https://www.econbiz.de/10011717839
Saved in:
9
An automatic bias correction procedure for volatility estimation using extreme values of asset prices
Maheswaran, S.
;
Kumar, Dilip
- In:
Economic modelling
33
(
2013
),
pp. 701-712
Persistent link: https://www.econbiz.de/10010194420
Saved in:
10
Enhancing the forecasting power of exchange rate models by introducing nonlinearity : does it work?
Burns, Kelly
;
Moosa, Imad A.
- In:
Economic modelling
50
(
2015
),
pp. 27-39
Persistent link: https://www.econbiz.de/10011439608
Saved in:
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