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Covariance estimation using random permutations

Padmakumari, Lakshmi; Maheswaran, S. - In: International journal of financial engineering 5 (2018) 1, pp. 1-21

Persistent link: https://www.econbiz.de/10011922956

A randomness test for financial time series

Risso, Wiston Adrián - In: Revista de economía 14 (2007) 1, pp. 155-171

Persistent link: https://www.econbiz.de/10003794918

The continuous time random walk formalism in financial markets

Masoliver, Jaume; Montero, Miquel; Perelló, Josep; … - In: Journal of economic behavior & organization : JEBO 61 (2006) 4, pp. 577-598

Persistent link: https://www.econbiz.de/10003405650

Testing the asset pricing model of exchange rates with survey data

Naszodi, Anna - 2011

This paper proposes a new test for the asset pricing model of the exchange rate. It examines whether the way market analysts generate their forecasts is closer to the one implied by the asset pricing model, or to any of those implied by some alternative models. The asset pricing model is...

Persistent link: https://www.econbiz.de/10009157618