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Search: subject:"Walk"
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Subject
All
Random walk
1,065
Random Walk
976
Theorie
334
random walk
333
Theory
325
Efficient market hypothesis
235
Effizienzmarkthypothese
231
Börsenkurs
219
Share price
214
Schätzung
206
Estimation
195
Zeitreihenanalyse
192
Time series analysis
188
Prognoseverfahren
186
Wechselkurs
181
Forecasting model
179
Exchange rate
177
Aktienmarkt
172
Stock market
172
Kapitaleinkommen
88
Capital income
87
USA
84
United States
80
equation
80
statistics
77
correlation
76
equations
71
Volatility
70
forecasting
70
Einheitswurzeltest
68
Prognose
68
Unit root test
68
Forecast
66
Volatilität
66
time series
66
India
59
Statistischer Test
58
Indien
56
covariance
56
Statistical test
53
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All
Free
674
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519
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All
Article
1,066
Book / Working Paper
696
Other
1
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All
Article in journal
612
Aufsatz in Zeitschrift
612
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227
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183
Graue Literatur
181
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181
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28
Book section
28
Article
26
Hochschulschrift
16
Thesis
10
research-article
6
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4
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4
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4
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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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2
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2
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2
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2
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1,181
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534
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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
Ślepaczuk, Robert
7
Abal, G.
6
Belaire-Franch, Jorge
6
Charles, Amélie
6
Chinn, Menzie David
6
Donangelo, R.
6
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International Monetary Fund (IMF)
87
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
40
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
C.E.P.R. Discussion Papers
5
HAL
5
Zentrum für Europäische Wirtschaftsforschung (ZEW)
5
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
Tilburg University, Center for Economic Research
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
CTS - Centre for Transport Studies Stockholm (KTH and VTI)
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
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Published in...
All
Physica A: Statistical Mechanics and its Applications
125
IMF Working Papers
84
MPRA Paper
37
Stochastic Processes and their Applications
28
Statistics & Probability Letters
24
Applied economics
18
Applied financial economics
15
Working paper / National Bureau of Economic Research, Inc.
12
Applied economics letters
11
Mathematics and Computers in Simulation (MATCOM)
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
Working papers
8
Australian Journal of Management
7
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
European journal of operational research : EJOR
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
CEPR Discussion Papers
5
Cambridge working papers in economics
5
Computational Statistics
5
Discussion paper / Centre for Economic Policy Research
5
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Source
All
ECONIS (ZBW)
1,016
RePEc
655
EconStor
70
Other ZBW resources
9
USB Cologne (EcoSocSci)
8
BASE
4
ArchiDok
1
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Showing
31
-
40
of
1,763
Sort
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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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