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Statistical test
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Charles, Amélie
3
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3
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ECONIS (ZBW)
53
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1
Backtesting solvency II value-at-risk models using a rolling horizon
Loois, Miriam
- In:
The journal of risk model validation
9
(
2015
)
2
,
pp. 13-31
Persistent link: https://www.econbiz.de/10011326311
Saved in:
2
Testing the weak-form efficiency of agriculture's capital markets
Ghimire, Binam
;
Annussek, Kolja
;
Harvey, Jackie
; …
- In:
Economics and business review
2
(
2016
)
2
,
pp. 3-17
Persistent link: https://www.econbiz.de/10011535203
Saved in:
3
Testing martingale hypothesis using variance ratio tests : evidence from high-frequency data of NCDEX soya bean futures
Mishra, Sibanjan
- In:
Global business review
20
(
2019
)
6
,
pp. 1407-1422
Persistent link: https://www.econbiz.de/10012137802
Saved in:
4
The asymptotic size and power of the augmented Dickey-Fuller test for a unit root
Paparoditis, Efstathios
;
Politis, Dimitris N.
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 955-973
Persistent link: https://www.econbiz.de/10012040423
Saved in:
5
Testing of weak form of efficient market hypothesis : evidence from the Bahrain Bourse
Hawaldar, Iqbal Thonse
;
Rohit, Babitha
;
Pinto, Prakash
- In:
Investment management and financial innovations
14
(
2017
)
2
,
pp. 376-385
Persistent link: https://www.econbiz.de/10011818991
Saved in:
6
Spurious regressions in technical trading : momentum or contrarian?
Shintani, Mototsugu
;
Yabu, Tomoyoshi
;
Nagakura, Daisuke
-
2008
Persistent link: https://www.econbiz.de/10003727425
Saved in:
7
A variance ratio test of the behaviour of Chinese stock indices
Zhang, Bing
;
Li, Xindan
- In:
Applied economics letters
15
(
2008
)
7/9
,
pp. 567-571
Persistent link: https://www.econbiz.de/10003741319
Saved in:
8
Variance-Ratio-Tests zur Überprüfung der Random-Walk- und Informationseffizienzhypothese
Füss, Roland
- In:
Das Wirtschaftsstudium : wisu ; Zeitschrift für …
35
(
2006
)
5
,
pp. 663-669
Persistent link: https://www.econbiz.de/10003320609
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9
The random walk hypothesis for Chinese stock markets : evidence from variance ratio tests
Charles, Amélie
;
Darné, Olivier
- In:
Economic systems
33
(
2009
)
2
,
pp. 117-126
Persistent link: https://www.econbiz.de/10003859376
Saved in:
10
Do exchange rates follow random walks? : an application of variance-ratio test
Rashid, Abdul
- In:
Pakistan economic and social review : incorporating the …
44
(
2006
)
1
,
pp. 57-79
Persistent link: https://www.econbiz.de/10003457020
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