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Search: subject:"Random Walk"
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Random walk
1,065
Random Walk
976
random walk
333
Theorie
323
Theory
314
Efficient market hypothesis
235
Effizienzmarkthypothese
231
Börsenkurs
219
Share price
214
Schätzung
206
Estimation
195
Zeitreihenanalyse
189
Time series analysis
185
Wechselkurs
181
Prognoseverfahren
179
Exchange rate
177
Aktienmarkt
172
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172
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172
Kapitaleinkommen
87
Capital income
86
USA
84
United States
80
equation
80
statistics
77
correlation
75
equations
71
forecasting
70
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69
Einheitswurzeltest
68
Unit root test
68
Prognose
66
time series
66
Volatilität
65
Forecast
64
India
59
Statistischer Test
58
Indien
56
covariance
56
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53
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647
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457
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990
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676
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1
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581
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217
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174
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172
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28
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28
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25
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16
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10
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4
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4
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1,134
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23
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West, Kenneth D.
21
Engel, Charles
15
Maheswaran, S.
15
Moosa, Imad A.
15
Burns, Kelly
14
Scalas, Enrico
14
Gupta, Rangan
13
Schlicht, Ekkehart
13
Schindler, Felix
12
Sarno, Lucio
11
Smyth, Russell
11
Kano, Takashi
10
Balcilar, Mehmet
9
Malkiel, Burton G.
9
Narayan, Paresh Kumar
9
Raberto, Marco
9
Sattarhoff, Cristina
9
Bacchetta, Philippe
8
Baghestani, Hamid
8
Della Corte, Pasquale
8
Higgs, Helen
8
Kamaiah, Bandi
8
Smith, Graham
8
Alquist, Ron
7
Guidolin, Massimo
7
Hiremath, Gourishankar S
7
Hiremath, Gourishankar S.
7
Katzke, Nico
7
Krämer, Walter
7
Mainardi, Francesco
7
Opong, Kwaku K.
7
Tabak, Benjamin Miranda
7
Thornton, Daniel L.
7
Zhang, Xibin
7
Belaire-Franch, Jorge
6
Charles, Amélie
6
Chinn, Menzie David
6
Füss, Roland
6
Harvey, Andrew C.
6
Kumar, Dilip
6
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International Monetary Fund (IMF)
87
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
39
EconWPA
15
National Bureau of Economic Research
10
Cowles Foundation for Research in Economics, Yale University
9
Department of Econometrics and Business Statistics, Monash Business School
7
HAL
5
Zentrum für Europäische Wirtschaftsforschung (ZEW)
5
C.E.P.R. Discussion Papers
4
International Monetary Fund
4
BANCO DE LA REPÚBLICA
3
Banco de la Republica de Colombia
3
Department of Economics, Faculty of Economic and Management Sciences
3
European Central Bank
3
School of Economics and Finance, Business School
3
Banco Central do Brasil
2
Duke University, Department of Economics
2
Econometric Society
2
Economic Research Service, Department of Agriculture
2
Faculty of Economics, University of Cambridge
2
Federal Reserve Bank of St. Louis
2
Graduate School of Economics, Hitotsubashi University
2
Instituto Valenciano de Investigaciones Económicas (IVIE)
2
Nepal Rastra Bank
2
Aarhus Universitet / Afdeling for Nationaløkonomi
1
Agency for Economic Analysis and Forecasting, Ministry of Finance
1
Association Française de Cliométrie - AFC
1
Banco Central de Reserva del Perú
1
Center for Nonlinear Dynamics in Economics and Finance (CeNDEF), Faculteit Economie en Bedrijfskunde
1
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
1
Centre Emile Bernheim, Solvay Brussels School of Economics and Management
1
Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne)
1
Centre for International Economic Studies
1
Centro de Estudios Macroeconómicos de Argentina / Universidad
1
Centro di Studi Internazionali Sull'Economia e la Sviluppo (CEIS), Facoltà di Economia
1
Certified General Accountants Association of Canada - CGA
1
Crawford School of Public Policy, Australian National University
1
Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance
1
Departamento de Análisis Económico: Teoría Económica e Historia Económica, Facultad de Ciencias Económicas y Empresariales
1
Departamento de Economía, Universidad Carlos III de Madrid
1
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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
Applied economics letters
11
Working paper
11
International review of economics & finance : IREF
10
ZEW Discussion Papers
10
Cowles Foundation Discussion Papers
9
Economics letters
9
Finance
9
NBER working paper series
9
Econometric theory
8
International journal of theoretical and applied finance
8
Journal of econometrics
8
Mathematics and Computers in Simulation (MATCOM)
8
Economic modelling
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
Research in international business and finance
7
The empirical economics letters : a monthly international journal of economics
7
Working Paper
7
Australian Journal of Management
6
International review of financial analysis
6
Journal of forecasting
6
Monash Econometrics and Business Statistics Working Papers
6
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
6
Annals of the Institute of Statistical Mathematics
5
Cambridge working papers in economics
5
Computational Statistics
5
Discussion paper / Centre for Economic Policy Research
5
ECB Working Paper
5
Economic Modelling
5
Economics Bulletin
5
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Source
All
ECONIS (ZBW)
976
RePEc
606
EconStor
68
USB Cologne (EcoSocSci)
8
BASE
4
Other ZBW resources
4
ArchiDok
1
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Showing
31
-
40
of
1,667
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date (newest first)
date (oldest first)
31
Large deviations for a class of multivariate heavy-tailed risk processes used in insurance and finance
Hägele, Miriam
;
Lehtomaa, Jaakko
- In:
Journal of risk and financial management : JRFM
14
(
2021
)
5
,
pp. 1-18
Modern risk modelling approaches deal with vectors of multiple components. The components could be, for example, returns of financial instruments or losses within an insurance portfolio concerning different lines of business. One of the main problems is to decide if there is any type of...
Persistent link: https://www.econbiz.de/10012534499
Saved in:
32
Social distancing, gathering, search games : mobile agents on simple networks
Alpern, Steve
;
Zeng, Li
- In:
Dynamic games and applications : DGA
12
(
2022
)
1
,
pp. 288-311
Persistent link: https://www.econbiz.de/10013198680
Saved in:
33
Predicting the unpredictable : new experimental evidence on forecasting random walks
Te, Bao
;
Corgnet, Brice
;
Hanaki, Nobuyuki
;
Riyanto, …
-
2022
prices. Subjects in our experiment predict both
random
walk
times series, as in the seminal work by Bloomfield & Hales (2002 … measures of predictability. However, as
random
walk
theory predicts, relying on apparent patterns in past data does not improve …
Persistent link: https://www.econbiz.de/10013285949
Saved in:
34
Are Stock Prices a
Random
Walk
? An Empirical Evidence of Asian Stock Markets
Rehman, Seema
;
Chhapra, Imran Umer
;
Kashif, Muhammad
; …
-
2022
empirical researches. The primary purpose of this research has been to find out whether share prices are a
random
walk
process … not a
random
walk
process and are thus weak form inefficient hypothesis. In this study, the concept of the
random
walk
is …
Persistent link: https://www.econbiz.de/10013292196
Saved in:
35
A power booster factor for out-of-sample tests of predictability
Pincheira, Pablo
- In:
Economía : revista del Departamento de Economía, …
45
(
2022
)
89
,
pp. 150-183
Persistent link: https://www.econbiz.de/10014253600
Saved in:
36
Nonlinear Random Walks Optimize the Trade-Off between Cost and Prevention in Epidemics Lockdown Measures : The Esir Model
Siebert, Bram A.
;
Gleeson, James P.
;
Asllani, Malbor
-
2022
mobility and related costs. The proposed model is grounded in a nonlinear
random
walk
process that considers the finite …
Persistent link: https://www.econbiz.de/10013300730
Saved in:
37
Predicting the Unpredictable : New Experimental Evidence on Forecasting Random Walks
Bao, Te
;
Corgnet, Brice
;
Hanaki, Nobuyuki
;
Riyanto, …
-
2022
prices. Subjects in our experiment predict both
random
walk
times series, as in the seminal work by Bloomfied and Hales (2002 … measures of predictability. However, as
random
walk
theory predicts, relying on apparent patterns in past data does not improve …
Persistent link: https://www.econbiz.de/10013404042
Saved in:
38
Disclosing a
Random
Walk
Kremer, Ilan
;
Schreiber, Amnon
;
Skrzypacz, Andrzej
-
2022
We examine a dynamic disclosure model in which the value of a firm follows a
random
walk
. Every period, with some …
Persistent link: https://www.econbiz.de/10013306273
Saved in:
39
Testing of Market Efficiency in India a Study of
Random
Walk
Hypothesis of Indian Stock Market (BSE)
kumar, Satish
;
Kumar, Lalit
-
2022
stock market is efficient if the stock returns follow a
random
walk
. The study employs daily closing prices of SENSEX … (Sensitivity Index of BSE of India) for a time period of 01 July 1997- 03 Dec 2014. The existence of
random
walk
for BSE Index has …
Persistent link: https://www.econbiz.de/10013306315
Saved in:
40
Analysts versus the
random
walk
in financial forecasting : evidence from the Czech National Bank's Financial Market Inflation Expectations Survey
Kladívko, Kamil
;
Österholm, Pär
-
2022
Inflation Expectations survey perform relative to the
random-walk
forecast when it comes to predicting five financial variables …. Using data from 2001 to 2022, our results indicate that the analysts are able to significantly outperform the
random-walk
…-year interest rate swap rate, the
random
walk
significantly outperforms the analysts at both the one-month and one-year forecasting …
Persistent link: https://www.econbiz.de/10013469611
Saved in:
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