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The random walk behaviour of stock prices : a comparative study
Cooray, Arusha - 2003
Persistent link: https://www.econbiz.de/10001962060
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Seasonality and the life-cycle permanent income hypothesis : evidence for Australia, the United Kingdom and Germany
Leong, Kenneth - In: Australian economic papers 40 (2001) 2, pp. 166-184
Persistent link: https://www.econbiz.de/10001982102
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Testing the permanent income and random walk hypotheses for Turkey
Bilgili, Faik; Bağlıtaş, Hayriye Hilal - In: International journal of economics and financial issues … 6 (2016) 4, pp. 1371-1378
Persistent link: https://www.econbiz.de/10011774861
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Backtesting solvency II value-at-risk models using a rolling horizon
Loois, Miriam - In: The journal of risk model validation 9 (2015) 2, pp. 13-31
Persistent link: https://www.econbiz.de/10011326311
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Testing the weak-form efficiency of agriculture's capital markets
Ghimire, Binam; Annussek, Kolja; Harvey, Jackie; … - In: Economics and business review 2 (2016) 2, pp. 3-17
Persistent link: https://www.econbiz.de/10011535203
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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
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The asymptotic size and power of the augmented Dickey-Fuller test for a unit root
Paparoditis, Efstathios; Politis, Dimitris N. - In: Econometric reviews 37 (2018) 6/10, pp. 955-973
Persistent link: https://www.econbiz.de/10012040423
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Testing of weak form of efficient market hypothesis : evidence from the Bahrain Bourse
Hawaldar, Iqbal Thonse; Rohit, Babitha; Pinto, Prakash - In: Investment management and financial innovations 14 (2017) 2, pp. 376-385
Persistent link: https://www.econbiz.de/10011818991
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Nonlinearity, cyclicity, and persistence in consumption and income relationships : research in honor of Melvin J. Hinich
Jawadi, Fredj; Leoni, Patrick Lucien - In: Macroeconomic dynamics 16 (2012), pp. 376-393
Persistent link: https://www.econbiz.de/10009746015