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Search: subject:"Random walk"
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Random walk
1,064
Random Walk
975
random walk
333
Theorie
323
Theory
314
Efficient market hypothesis
235
Effizienzmarkthypothese
231
Börsenkurs
219
Share price
214
Schätzung
208
Estimation
197
Zeitreihenanalyse
188
Time series analysis
184
Wechselkurs
181
Prognoseverfahren
179
Exchange rate
177
Aktienmarkt
172
Forecasting model
172
Stock market
172
Kapitaleinkommen
87
Capital income
86
USA
84
United States
80
equation
80
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
India
59
Statistischer Test
58
Indien
56
covariance
56
Statistical test
53
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All
Free
647
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457
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Article
990
Book / Working Paper
675
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1
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581
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581
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217
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174
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172
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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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3
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English
1,133
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485
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23
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12
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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)
975
RePEc
606
EconStor
68
USB Cologne (EcoSocSci)
8
BASE
4
Other ZBW resources
4
ArchiDok
1
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Showing
61
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70
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1,666
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61
Forecasts of the real price of oil revisited : do they beat the
random
walk
?
Ellwanger, Reinhard
;
Snudden, Stephen
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014491682
Saved in:
62
Multidimensional sorting under random search
Lindenlaub, Ilse
;
Postel-Vinay, Fabien
- In:
Journal of political economy
131
(
2023
)
12
,
pp. 3497-3539
Persistent link: https://www.econbiz.de/10014467242
Saved in:
63
Market participants or the
random
walk
: who forecasts better? : evidence from micro-level survey data
Kiss, Tamás
;
Kladívko, Kamil
;
Silfverberg, Oliwer
; …
- In:
Finance research letters
54
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014472721
Saved in:
64
Predicting the unpredictable : new experimental evidence on forecasting random walks
Te, Bao
;
Corgnet, Brice
;
Hanaki, Nobuyuki
;
Riyanto, …
- In:
Journal of economic dynamics & control
146
(
2023
),
pp. 1-32
Persistent link: https://www.econbiz.de/10014478514
Saved in:
65
A discrete-time optimal execution problem with market prices subject to random environments
Jasso-Fuentes, Héctor
;
Pacheco, Carlos Gabriel
; …
- In:
Top : an official journal of the Spanish Society of …
31
(
2023
)
3
,
pp. 562-583
Persistent link: https://www.econbiz.de/10014384720
Saved in:
66
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:
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
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:
69
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:
70
Measuring informational efficiency of the European carbon market : a quantitative evaluation of higher order dependence
Sattarhoff, Cristina
;
Gronwald, Marc
- In:
International review of financial analysis
84
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013472965
Saved in:
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