Narrow search
Showing 1 - 10 of 652,633
Cover Image
How close is a fractional process to a random walk with drift?
Larsson, Rolf - In: Journal of time series econometrics 7 (2015) 2, pp. 217-234
Persistent link: https://www.econbiz.de/10011291296
Cover Image
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
Cover Image
Tests of common stochastic trends
Nyblom, Jukka; Harvey, Andrew C. - In: Econometric theory 16 (2000) 2, pp. 176-199
Persistent link: https://www.econbiz.de/10001483364
Cover Image
An optimal test against a random walk component in a non-orthogonal unobserved components model
Bailey, Ralph W.; Taylor, Robert - In: The econometrics journal 5 (2002) 2, pp. 520-532
Persistent link: https://www.econbiz.de/10001713335
Cover Image
The inverse range process in a random volatibility random walk
Tapiero, Charles S.; Valois, Pierre - 2001
Persistent link: https://www.econbiz.de/10001625441
Cover Image
Tests of common stochastic trends
Nyblom, Jukka; Harvey, Andrew C. - 1999
Persistent link: https://www.econbiz.de/10001354556
Cover Image
Is violation of the random walk assumption an exception or a rule in capital markets?
Dittrich, Ludwig O.; Srbek, Pavel - In: Atlantic economic journal : AEJ 48 (2020) 4, pp. 491-501
Persistent link: https://www.econbiz.de/10012485200
Cover Image
Time scale and fractionality in financial time series
Sproul, Thomas W. - In: Agricultural finance review 76 (2016) 1, pp. 76-93
Persistent link: https://www.econbiz.de/10011695555
Cover Image
An optimal test against a Random walk component in a non-orthogonal unobserved components model
Bailey, Ralph W. - 2000
Persistent link: https://www.econbiz.de/10013442514
Cover Image
Forecasting electricity price in Colombia : a comparison between neural network, ARMA process and hybrid models
Barrientos, Jorge Hugo; Orozco, Elkin Tabares; Velilla, … - In: International Journal of Energy Economics and Policy : IJEEP 8 (2018) 3, pp. 97-106
Persistent link: https://www.econbiz.de/10011881289