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An ARCH model without intercept

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A reflection principle for a random walk with implications for volatility estimation using extreme values of asset prices

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Testing the random walk hypothesis for leading cryptocurrencies

Palamalai, Srinivasan; Kumar, K. Krishna; Maity, Bipasha - In: Borsa Istanbul Review 21 (2021) 3, pp. 256-268

Despite the rise in markets for cryptocurrencies at an outstanding pace, with consistently high trading volume and market capitalization, the increasing volatility of the virtual currencies raise various concerns. One of the major concerns is regarding (in)efficiency, viz. whether there exist...

Persistent link: https://www.econbiz.de/10012816801

Analysis of weak-form efficiency on the Nigerian stock market : further evidence from GARCH model

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Do bitcoins follow a random walk model?

Aggarwal, Divya - In: Research in economics : an international review of economics 73 (2019) 1, pp. 15-22

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How does electronic trading affect efficiency of stock market and conditional volatility? : evidence from Toronto Stock Exchange

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Random walk model and asymmetric effect in Korean composite stock price index

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