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Search: subject:"Walk"
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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
Undetermined
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
Working Paper
227
Arbeitspapier
183
Graue Literatur
181
Non-commercial literature
181
Aufsatz im Buch
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
Case study
2
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2
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2
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2
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English
1,181
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534
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23
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Author
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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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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
41
-
50
of
1,763
Sort
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date (newest first)
date (oldest first)
41
Price Levels in the European Monetary Union : Even Tradables Follow Independent Random Walks
Maurer, Rainer
-
2022
This study analyzes the time series behavior of real exchange rates between member states of the European Monetary Union. The analysis is based on the Harmonized Index of Consumer Prices and eight sub-components for tradable and non-tradable goods and services. Stationarity of the real exchange...
Persistent link: https://www.econbiz.de/10014244522
Saved in:
42
Disclosing a random
walk
Kremer, Ilan
;
Schreiber, Amnon
;
Skrzypacz, Andrzej
- In:
The journal of finance : the journal of the American …
79
(
2024
)
2
,
pp. 1123-1146
Persistent link: https://www.econbiz.de/10014535469
Saved in:
43
Forecasting the variability of stock index returns with the multifractal random
walk
model for realized volatilities
Sattarhoff, Cristina
;
Lux, Thomas
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1678-1697
Persistent link: https://www.econbiz.de/10014465344
Saved in:
44
Commodity prices and exchange rates : evidence from commodity-dependent developed and emerging economies
Haider, Saba
;
Nazir, Mian Sajid
;
Jiménez, Alfredo
; …
- In:
International journal of emerging markets
18
(
2023
)
1
,
pp. 241-271
Persistent link: https://www.econbiz.de/10014333446
Saved in:
45
Forecasting the U.S. Dollar in the 21st Century
Engel, Charles
;
Wu, Steve Pak Yeung
- In:
Journal of international economics
141
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014280840
Saved in:
46
Financial Markets Efficiency and Economic Behaviour : Evaluating Euro Area Economies
Tomat, Gian Maria
-
2023
Chapter 1 Introduction -- Chapter 2 Efficient markets -- Chapter 3 Equity premium -- Chapter 4 The dividend ratio model -- Chapter 5 Bond valuation -- Chapter 6 Yield curves -- Chapter 7 Term structure models -- Chapter 8 Real estate market -- Chapter 9 Derivative securities -- Chapter 10...
Persistent link: https://www.econbiz.de/10014337024
Saved in:
47
A comparative study of static and iterative models of ARIMA and SVR to predict stock indices prices in developed and emerging economies
Beniwal, Mohit
;
Archana Singh
;
Kumar, Nand
- In:
International journal of applied management science : IJAMS
15
(
2023
)
4
,
pp. 352-371
Persistent link: https://www.econbiz.de/10014391724
Saved in:
48
An evaluation of EIA gasoline price predictions
Baghestani, Hamid
;
Abual-Foul, Bassam M.
- In:
Applied economics
55
(
2023
)
54
,
pp. 6378-6390
Persistent link: https://www.econbiz.de/10014381873
Saved in:
49
Empirical study of velocity of money in India : trends and its implications
Singh, Abhinav
- In:
International journal of economic policy in emerging …
18
(
2023
)
2
,
pp. 175-188
Persistent link: https://www.econbiz.de/10015063126
Saved in:
50
Forecasting exchange rates of major currencies with long maturity forward rates
Darvas, Zsolt M.
;
Schepp, Zoltán
-
2020
outperforms the random
walk
in out-of-sample forecasting of twelve major currency pairs over the short and long horizon forecasts …
Persistent link: https://www.econbiz.de/10012302033
Saved in:
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