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~isPartOf:"Australian Journal of Management"
~isPartOf:"Cambridge working papers in economics"
~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
11
Random walk
11
Theorie
6
Theory
6
Time series analysis
6
Zeitreihenanalyse
6
Efficient market hypothesis
5
Effizienzmarkthypothese
5
Estimation
5
Schätzung
5
Aktienmarkt
4
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2
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Wechselkurs
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(Generalized) Spectral Martingale Tests
1
AUTOCORRELATION
1
Absolute income hypothesis and Hall's Random Walk Hypothesis
1
Africa
1
African Stock Markets
1
Afrika
1
Aktienindex
1
Analysis of variance
1
Ankündigungseffekt
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Bhattacharya, Mousumi
1
Bhattacharya, Sharad Nath
1
Corrado, Luisa
1
Corsetti, Giancarlo
1
Du, Lunfang
1
Gaunt, Clive
1
Gray, Philip
1
Gunji, Hiroshi
1
Harvey, Andrew C.
1
Heaney, Richard
1
Khan, Imran
1
Khan, Khalid
1
Khan, Noor Hashim
1
Kouassi, Eugène
1
Kurasawa, Kazutaka
1
Lafarguette, Romain
1
Li, Bin
1
Liu, Benjamin
1
Manzur, Meher
1
Mehl, Arnaud
1
Miller, Marcus
1
Onatski, Alexei
1
Pesaran, M. Hashem
1
Pick, Andreas
1
Selvanathan, E. A.
1
Setlhare, Lexi L.
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1
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1
Whittred, G. P.
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1
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Australian Journal of Management
Cambridge working papers in economics
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
Applied economics
18
Applied financial economics
15
Working paper / National Bureau of Economic Research, Inc.
12
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11
International review of economics & finance : IREF
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International journal of theoretical and applied finance
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8
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8
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7
Finance India : the quarterly journal of Indian Institute of Finance
7
International journal of economics and finance
7
Journal of banking & finance
7
NBER Working Paper
7
Working Paper
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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5
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ECONIS (ZBW)
12
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
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:
4
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:
5
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:
6
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:
7
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:
8
Forecasting random walks under drift instability
Pesaran, M. Hashem
;
Pick, Andreas
-
2008
Persistent link: https://www.econbiz.de/10003850869
Saved in:
9
Modeling the Phillips curve with unobserved components
Harvey, Andrew C.
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003671185
Saved in:
10
A variance-ratio test of
random
walk
in international stock markets
Li, Bin
;
Liu, Benjamin
- In:
The empirical economics letters : a monthly …
11
(
2012
)
8
,
pp. 775-782
Persistent link: https://www.econbiz.de/10010199252
Saved in:
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