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Random Walk as a Universal Test of Weak-Form Foreign Exchange Market Efficiency : A Proof

Ghartey, Edward E. - In: Frontiers in Finance and Economics 1 (2004) 1, pp. 37-45

Persistent link: https://www.econbiz.de/10004998311

A martingale approach to scan statistics

Pozdnyakov, Vladimir; Glaz, Joseph; Kulldorff, Martin; … - In: Annals of the Institute of Statistical Mathematics 57 (2005) 1, pp. 21-37

Persistent link: https://www.econbiz.de/10005169222

A new characterization of the maringale property

Schweizer, Martin - University of Bonn, Germany

Persistent link: https://www.econbiz.de/10005028354

A term structure model and the pricing of interest rate options

Sandmann, Klaus; Sondermann, Dieter - University of Bonn, Germany

Persistent link: https://www.econbiz.de/10005028462

Edgeworth expansion in censored linear regression model

Qin, Gensheng; Jing, Bing-Yi - In: Annals of the Institute of Statistical Mathematics 55 (2003) 3, pp. 597-617

Persistent link: https://www.econbiz.de/10005184685

Test on the Structure of Biological Sequences via Chaos Game Representation

Cénac, Peggy - In: Statistical Applications in Genetics and Molecular Biology 4 (2007) 1, pp. 27-27

In this paper biological sequences are modelled by stationary ergodic sequences. A new family of statistical tests to characterize the randomness of the inputs is proposed and analyzed. Tests for independence and for the determination of the appropriate order of a Markov chain are constructed...

Persistent link: https://www.econbiz.de/10005459165

Estimating the Dynamics of Weak Efficiency on the Prague Stock Exchange Using the Kalman Filter

Pošta, Vít - In: Czech Journal of Economics and Finance (Finance a uver) 58 (2008) 05-06, pp. 248-260

The paper builds on the martingale representation of the market efficiency hypothesis and, with the use of an E …

Persistent link: https://www.econbiz.de/10005536970

PSI-20 and global indexes stock market efficiency

Rodrigues, Miguel - EconWPA - 2005

This paper is an abstract from my Master degree in Finance. The dissertation discusses the hypothesis that world financial markets indexes are efficient in their weak form.

Persistent link: https://www.econbiz.de/10005413229

A martingale characterization of equilibrium asset price processes

Lazrak, A.; DÊcamps, J.P. - In: Economic Theory 15 (2000) 1, pp. 207-213

martingale characterization of equilibrium. …

Persistent link: https://www.econbiz.de/10005753203

One- and Two-Sample Nonparametric Inference Procedures in the Presence of Dependent Censoring

Park, Yuhyun; Tian, Lu; Wei, L. J. - Berkeley Electronic Press - 2004

Persistent link: https://www.econbiz.de/10005579773