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~subject:"Einheitswurzeltest"
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Search: subject_exact:"Random Walk"
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Einheitswurzeltest
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Random Walk
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2
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1
Asymmetric dynamics in REIT prices : further evidence based on quantile regression analysis
Lee, Chien-chiang
;
Lee, Cheng-Feng
;
Lee, Chi-Chuan
- In:
Economic modelling
42
(
2014
),
pp. 29-37
Persistent link: https://www.econbiz.de/10010478286
Saved in:
2
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:
3
New evidence from the random walk hypothesis for BRICS stock indices: a wavelet unit root test approach
Tiwari, Aviral Kumar
;
Phouphet Kyophilavong
- In:
Economic modelling
43
(
2014
),
pp. 38-41
Persistent link: https://www.econbiz.de/10010500991
Saved in:
4
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:
5
Monitoring procedures to detect unit roots and stationarity
Steland, Ansgar
- In:
Econometric theory
23
(
2007
)
6
,
pp. 1108-1135
Persistent link: https://www.econbiz.de/10003591836
Saved in:
6
Stochastic unit root models
Gouriéroux, Christian
;
Robert, Christian Yann
- In:
Econometric theory
22
(
2006
)
6
,
pp. 1052-1090
Persistent link: https://www.econbiz.de/10003396936
Saved in:
7
On the Asymptotic properties of some seasonal unit root tests
Taylor, Robert
- In:
Econometric theory
19
(
2003
)
2
,
pp. 311-321
Persistent link: https://www.econbiz.de/10001743408
Saved in:
8
The Dickey-Fuller test for exponential random walks
Davies, Paul L.
;
Krämer, Walter
- In:
Econometric theory
19
(
2003
)
5
,
pp. 865-877
Persistent link: https://www.econbiz.de/10001802826
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