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~subject:"Einheitswurzeltest"
~subject:"Forecast"
~subject:"Stock market"
~subject:"Theorie"
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ECONIS (ZBW)
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ArchiDok
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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
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
Regional stock market efficiency at weak form after the Covid-19 vaccination approval
Saleem, Awaz Mohamed
;
Mustafa, Hazheen Mardan
;
Asaad, …
- In:
International journal of economics and financial issues …
13
(
2023
)
6
,
pp. 63-70
Persistent link: https://www.econbiz.de/10014431304
Saved in:
9
Random
walk
and modelling stock return : evidence from international stock markets
Enow, Samuel Tabot
-
2023
Persistent link: https://www.econbiz.de/10014323343
Saved in:
10
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:
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