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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
208
Estimation
197
Zeitreihenanalyse
191
Time series analysis
187
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
675
Undetermined
519
Type of publication
All
Article
1,066
Book / Working Paper
696
Other
1
Type of publication (narrower categories)
All
Article in journal
612
Aufsatz in Zeitschrift
612
Working Paper
228
Arbeitspapier
184
Graue Literatur
182
Non-commercial literature
182
Aufsatz im Buch
28
Book section
28
Article
26
Hochschulschrift
16
Thesis
10
research-article
6
Bibliografie enthalten
4
Bibliography included
4
Conference paper
4
Forschungsbericht
4
Konferenzbeitrag
4
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3
Dissertation u.a. Prüfungsschriften
3
Sammlung
3
Case study
2
Fallstudie
2
Handbook
2
Handbuch
2
Lehrbuch
2
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2
Textbook
2
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2
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1
Elektronischer Datenträger
1
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1
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1
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English
1,181
Undetermined
534
German
23
Spanish
12
Czech
3
Polish
3
Portuguese
3
Russian
2
Croatian
1
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1
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Author
All
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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Institution
All
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
61
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70
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1,763
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61
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:
62
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:
63
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:
64
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:
65
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:
66
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:
67
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:
68
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:
69
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:
70
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:
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