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Search: subject:"Random Walk"
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Random walk
1,061
Random Walk
973
random walk
333
Theorie
322
Theory
313
Efficient market hypothesis
233
Effizienzmarkthypothese
229
Börsenkurs
216
Share price
211
Schätzung
206
Estimation
195
Zeitreihenanalyse
188
Time series analysis
184
Wechselkurs
181
Prognoseverfahren
179
Exchange rate
177
Forecasting model
172
Aktienmarkt
170
Stock market
170
Kapitaleinkommen
85
Capital income
84
USA
83
equation
80
United States
79
statistics
77
correlation
75
equations
71
forecasting
70
Volatility
69
Einheitswurzeltest
68
Unit root test
68
Prognose
66
time series
66
Volatilität
65
Forecast
64
Statistischer Test
58
India
57
covariance
56
Indien
55
Statistical test
53
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Free
646
Undetermined
452
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Article
984
Book / Working Paper
676
Other
1
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Article in journal
578
Aufsatz in Zeitschrift
578
Working Paper
218
Arbeitspapier
175
Graue Literatur
172
Non-commercial literature
172
Aufsatz im Buch
28
Book section
28
Article
25
Hochschulschrift
16
Thesis
10
Bibliografie enthalten
4
Bibliography included
4
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4
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3
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3
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3
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3
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2
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2
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English
1,128
Undetermined
485
German
23
Spanish
12
Czech
3
Polish
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Portuguese
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2
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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
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
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
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)
973
RePEc
606
EconStor
68
USB Cologne (EcoSocSci)
8
BASE
4
ArchiDok
1
Other ZBW resources
1
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Showing
61
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70
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1,661
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61
The drifting influence of Hall's
random-walk
hypothesis on consumption modeling
García, Carlos
;
Otero, Daniel
;
Salazar, Boris
- In:
History of political economy
55
(
2023
)
1
,
pp. 103-143
Persistent link: https://www.econbiz.de/10014281733
Saved in:
62
Trend reversal and alpha generation by hedge funds
Bhargava, Vivek
;
Chaudhry, Mukesh
- In:
Applied economics
55
(
2023
)
35
,
pp. 4037-4059
Persistent link: https://www.econbiz.de/10014299422
Saved in:
63
Backtesting the evaluation of Value-at-Risk methods for exchange rates
Mrkvička, Tomáš
;
Krásnická, Martina
;
Friebel, Ludvík
- In:
Studies in economics and finance
40
(
2023
)
1
,
pp. 175-191
Persistent link: https://www.econbiz.de/10013503890
Saved in:
64
The past, the present and the prospective future of efficient market hypothesis : a theoretical and empirical investigation of international stock markets
Pasricha, Laurel
;
Dhanda, Neelam
- In:
Theoretical and applied economics : GAER review
29
(
2022
)
2/631
,
pp. 89-106
Persistent link: https://www.econbiz.de/10014325361
Saved in:
65
Exchange rate predictability with nine alternative models for BRICS countries
Salisu, Afees A.
;
Gupta, Rangan
;
Kim, Won Joong
- In:
Journal of macroeconomics
71
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013328218
Saved in:
66
Volatility dependent smooth transitions and abrupt switches : why they are needed for better forecasting the FX rates
Söylemez, Arif Orçun
- In:
Eurasian economic review : a journal in applied …
12
(
2022
)
2
,
pp. 315-332
Persistent link: https://www.econbiz.de/10013263374
Saved in:
67
Smooth robust multi‐horizon forecasts
Martinez, Andrew B.
;
Castle, Jennifer
;
Hendry, David F.
- In:
Essays in honor of M. Hashem Pesaran : prediction and …
,
(pp. 143-165)
.
2022
Persistent link: https://www.econbiz.de/10013201849
Saved in:
68
predictive power of an ensemble model for cryptocurrency forecasting
Tripathi, Manas
;
Tripathi, Bhavya
- In:
The journal of prediction markets
16
(
2022
)
1
,
pp. 79-94
Persistent link: https://www.econbiz.de/10014289724
Saved in:
69
The quantity theory of stock prices
Song, Xiaojing
;
Truong, Thu Phuong
;
Tippett, Mark
; …
- In:
The European journal of finance
28
(
2022
)
17
,
pp. 1685-1707
Persistent link: https://www.econbiz.de/10013532257
Saved in:
70
MAD dispersion measure makes extremal queue analysis simple
Eekelen, Wouter van
;
Hertog, Dirk den
;
Leeuwaarden, …
- In:
INFORMS journal on computing : JOC ; charting new …
34
(
2022
)
3
,
pp. 1681-1692
Persistent link: https://www.econbiz.de/10013361802
Saved in:
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