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Do Asia-Pacific stock prices follow a random walk? : a regime-switching perspective

Shen, Xin; Holmes, Mark J. - In: Applied economics letters 21 (2014) 1/3, pp. 189-195

Persistent link: https://www.econbiz.de/10010239896

A variance-ratio test of random walk in international stock markets

Li, Bin; Liu, Benjamin - In: The empirical economics letters : a monthly … 11 (2012) 8, pp. 775-782

Persistent link: https://www.econbiz.de/10010199252

Enhancing the forecasting power of exchange rate models by introducing nonlinearity : does it work?

Burns, Kelly; Moosa, Imad A. - In: Economic modelling 50 (2015), pp. 27-39

Persistent link: https://www.econbiz.de/10011439608

Entrance times of random walks : with applications to pension fund modeling

Fiig Jarner, Søren; Tolver Kronborg, Morten - In: Insurance / Mathematics & economics 67 (2016), pp. 1-20

Persistent link: https://www.econbiz.de/10011457142

Forecasting Nigerian stock market returns using ARIMA and artificial neural network models

Isenahd, Godknows M.; Olubusoye, Olusanya E. - In: CBN journal of applied statistics 5 (2014) 2, pp. 25-48

The study reports empirical evidence that artificial neural network based models are applicable to forecasting of stock market returns. The Nigerian stock market logarithmic returns time series was tested for the presence of memory using the Hurst coefficient before the models were trained. The...

Persistent link: https://www.econbiz.de/10011488820

Re-estimation of Keynesian model by considering critical events and multiple cointegrating vectors

Hina, Hafsa; Qayyum, Abdul - In: The Pakistan development review : PDR 54 (2015) 2, pp. 123-145

Persistent link: https://www.econbiz.de/10011561554

Tax smoothing hypothesis : a Turkish case

Turan, Taner; Karakas, Mesut; Yanikkaya, Halit - In: Panoeconomicus 61 (2014) 4, pp. 487-501

Persistent link: https://www.econbiz.de/10010401703

New evidence from the random walk hypothesis for BRICS stock indices: a wavelet unit root test approach

Tiwari, Aviral Kumar; Phouphet Kyophilavong - In: Economic modelling 43 (2014), pp. 38-41

Persistent link: https://www.econbiz.de/10010500991

The unbeatable random walk in exchange rate forecasting : reality or myth?

Moosa, Imad A.; Burns, Kelly - In: Journal of macroeconomics 40 (2014), pp. 69-81

Persistent link: https://www.econbiz.de/10010495751

Spurious regressions in technical trading

Shintani, Mototsugu; Tomoyoshi, Yabu; Nagakura, Daisuke - In: Journal of econometrics 169 (2012) 2, pp. 301-309

Persistent link: https://www.econbiz.de/10009673181