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Time series analysis
Random walk
1,064
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975
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random walk
332
Efficient market hypothesis
233
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Moosa, Imad A.
10
Burns, Kelly
9
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5
Opschoor, Anne
5
Pesaran, M. Hashem
5
Pick, Andreas
5
Gupta, Rangan
4
Harvey, Andrew C.
4
Narayan, Paresh Kumar
4
Schlicht, Ekkehart
4
Smyth, Russell
4
Österholm, Pär
4
Balcilar, Mehmet
3
Bevilacqua, Franco
3
Dezhbakhsh, Hashem
3
Katzke, Nico
3
Kiss, Tamás
3
Levy, Daniel C.
3
Maheswaran, S.
3
Nyblom, Jukka
3
Park, Joon Y.
3
Pincheira, Pablo
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Zon, Adriaan van
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2
Almudhaf, Fahad
2
Bailey, Ralph W.
2
Gao, Jiti
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King, Maxwell L.
2
Kirikos, Dimitris G.
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Kladívko, Kamil
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Miller, J. Isaac
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Muck, Jakub
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Applied economics
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3
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
Cambridge working papers in economics
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2
Economics letters
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
International journal of forecasting
2
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2
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2
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2
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1
Afro-Asian Journal of Finance and Accounting : AAJFA
1
Agricultural economics : the journal of the International Association of Agricultural Economists
1
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1
Applied evolutionary economics and complex systems
1
Applied financial economics
1
Applied financial economics letters
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Argumenta oeconomica
1
Atlantic economic journal : AEJ
1
Borneo review : journal of the Institute for Development Studies (Sabah)
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ECONIS (ZBW)
204
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1
Closed-form estimators for finite-order ARCH models as simple and competitive alternatives to QMLE
Prono, Todd
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
22
(
2018
)
5
,
pp. 1-25
Persistent link: https://www.econbiz.de/10011965371
Saved in:
2
Is there long memory in Indian stock market returns? : an empirical search
Hiremath, Gourishankar S.
;
Kumari, Jyoti
- In:
Journal of Asia Pacific business
16
(
2015
)
2
,
pp. 128-145
Persistent link: https://www.econbiz.de/10011289921
Saved in:
3
A reappraisal of the Meese-Rogoff puzzle
Moosa, Imad A.
;
Burns, Kelly
- In:
Applied economics
46
(
2014
)
1/3
,
pp. 30-40
Persistent link: https://www.econbiz.de/10010354125
Saved in:
4
Testing for random walk behaviour in CIVETS exchange rates
Almudhaf, Fahad
- In:
Applied economics letters
21
(
2014
)
1/3
,
pp. 60-63
Persistent link: https://www.econbiz.de/10010238285
Saved in:
5
The monetary model of exchange rates is better than the random walk in out-of-sample forecasting
Moosa, Imad A.
;
Burns, Kelly
- In:
Applied economics letters
20
(
2013
)
13/15
,
pp. 1293-1297
Persistent link: https://www.econbiz.de/10010198467
Saved in:
6
Why is it so difficult to outperform the random walk in exchange rate forecasting?
Moosa, Imad A.
- In:
Applied economics
45
(
2013
)
22/24
,
pp. 3340-3346
Persistent link: https://www.econbiz.de/10010345416
Saved in:
7
Fundamentals and exchange rate prediction revisited
Wang, Yi-Chiuan
;
Wu, Jyh-lin
- In:
Journal of money, credit and banking : JMCB
47
(
2015
)
8
,
pp. 1651-1671
Persistent link: https://www.econbiz.de/10011483981
Saved in:
8
The random-walk hypothesis on the Indian stock market
Mishra, Ankita
;
Mishra, Vinod
;
Smyth, Russell
- In:
Emerging markets finance & trade : a journal of the …
51
(
2015
)
5
,
pp. 879-892
Persistent link: https://www.econbiz.de/10011561118
Saved in:
9
The Kalman filter approach for estimating the natural enemployment rate in Romania
Bratu, Mihaela
- In:
Acta Universitatis Danubius / Oeconomica
10
(
2014
)
1
,
pp. 148-159
Persistent link: https://www.econbiz.de/10010402245
Saved in:
10
Error correction modelling and dynamic specifications as a conduit to outperforming the random walk in exchange rate forecasting
Moosa, Imad A.
;
Burns, Kelly
- In:
Applied economics
46
(
2014
)
25/27
,
pp. 3107-3118
Persistent link: https://www.econbiz.de/10010418113
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