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A randomness test for financia...
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1
A variance ratio related prediction tool with application to the nyse index 1825 - 2002
Zilca, Shlomo
;
Kandel, Shmuel
-
2004
Persistent link: https://www.econbiz.de/10002452181
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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
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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
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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
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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
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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
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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
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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
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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
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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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