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~isPartOf:"Econometric theory"
~isPartOf:"Economic modelling"
~subject:"Einheitswurzeltest"
~subject:"Time series analysis"
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Search: subject_exact:"Random Walk"
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Einheitswurzeltest
Time series analysis
Random Walk
15
Random walk
15
Theorie
9
Theory
9
Zeitreihenanalyse
8
Unit root test
6
Börsenkurs
4
Estimation
4
Schätzung
4
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4
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2
ARCH-Modell
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Random walk effect
2
Schätztheorie
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Stochastic process
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Aktienindex
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Ambiguity models
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Binomial Markov Random Walk (BMRW) model
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Capacities
1
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Choquet–Brownian motion
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12
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Kumar, Dilip
2
Maheswaran, S.
2
Burns, Kelly
1
Davies, Paul L.
1
Gouriéroux, Christian
1
Harvey, Andrew C.
1
Jong, Robert M. de
1
Krämer, Walter
1
Lee, Cheng-Feng
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Lee, Chi-Chuan
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1
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1
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1
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1
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1
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1
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1
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1
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Econometric theory
Economic modelling
Applied economics
10
Applied economics letters
5
Journal of econometrics
5
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
5
Münchener Wirtschaftswissenschaftliche Beiträge : VWL ; discussion papers
4
The empirical economics letters : a monthly international journal of economics
4
Review of financial economics : RFE
3
The econometrics journal
3
Applied financial economics
2
Cambridge working papers in economics
2
Department of Economics discussion paper / Department of Economics, The University of Birmingham
2
Economics letters
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
International journal of economics and finance
2
International review of economics & finance : IREF
2
Journal of Asia Pacific business
2
Journal of macroeconomics
2
Journal of world economic review
2
Research in economics : an international review of economics
2
Research in international business and finance
2
Review of Pacific Basin financial markets and policies
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The Indian journal of economics
2
The North American journal of economics and finance : a journal of financial economics studies
2
Working paper / National Bureau of Economic Research, Inc.
2
Acta Universitatis Danubius / Oeconomica
1
Acta oeconomica Cassoviensia : scientific journal
1
Afro-Asian Journal of Finance and Accounting : AAJFA
1
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1
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Applied evolutionary economics and complex systems
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1
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1
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:
2
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:
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
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:
5
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:
6
Sums of exponentials of random walks with drift
Qu, Xi
;
Jong, Robert M. de
- In:
Econometric theory
28
(
2012
)
4
,
pp. 915-924
Persistent link: https://www.econbiz.de/10009669724
Saved in:
7
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:
8
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:
9
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
Saved in:
10
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:
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