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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

Temporal aggregation of random walk processes and implications for economic analysis

Ahmad, Yamin S.; Payá, Ivan - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 24 (2020) 2, pp. 1-20

Persistent link: https://www.econbiz.de/10012198637

The random walk as a forecasting benchmark : drift or no drift?

Moosa, Imad A.; Burns, Kelly - In: Applied economics 48 (2016) 43/45, pp. 4131-4142

Persistent link: https://www.econbiz.de/10011639995

Distance-based nearest neighbour forecasting with application to exchange rate predictability

Kyriazi, Foteini; Thomakos, Dimitrios D. - In: IMA journal of management mathematics 31 (2020) 4, pp. 469-490

Persistent link: https://www.econbiz.de/10012314033

Quantitative easing effectiveness : evidence from Euro private assets

Kirikos, Dimitris G. - In: Bulletin of economic research 76 (2024) 2, pp. 354-370

Persistent link: https://www.econbiz.de/10014543807

The modeling of earnings per share of Polish companies for the post-financial crisis period using random walk and ARIMA models

Kuryłek, Wojciech - In: Journal of banking and financial economics 19 (2023) 1, pp. 26-43

The proper forecasting of listed companies' earnings is crucial for their appropriate pricing. This paper compares forecast errors of different univariate time-series models applied for the earnings per share (EPS) data for Polish companies from the period between the last financial crisis of...

Persistent link: https://www.econbiz.de/10014285928