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Welfare costs due to economic fluctuations according to different model setups

Alupoaiei, Alexie - In: Theoretical and applied economics : GAER review 22 (2015) 1, pp. 199-208

Persistent link: https://www.econbiz.de/10011558460

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

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

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

Random walks in the different sectoral submarkets of the Philippine stock exchange amid modernization

Rufino, Cesar C. - In: The Philippine review of economics : a joint … 50 (2013) 1, pp. 57-82

Persistent link: https://www.econbiz.de/10010424582

The efficient market hypothesis : a critical review of literature and methodology

Degutis, Augustas; Novickytė, Lina - In: Mokslo darbai / Ekonomika 93 (2014) 2, pp. 7-23

Persistent link: https://www.econbiz.de/10010488081

Price discovery and memory effects in infant African stock markets : evidence from Tanzania

Lukanima, Benedicto Kulwizira - In: International journal of economics and finance 6 (2014) 11, pp. 36-51

Persistent link: https://www.econbiz.de/10010438070

Variance estimation in a random coefficients model

Schlicht, Ekkehart; Ludsteck, Johannes - 2006

This papers describes an estimator for a standard state-space model with coefficients generated by a random walk that is statistically superior to the Kalman filter as applied to this particular class of models. Two closely related estimators for the variances are introduced: A maximum...

Persistent link: https://www.econbiz.de/10010439372

Do the stock market indices follow random walk?

Dsouza, Janet Jyothi; Mallikarjunappa, T. - In: Asia-Pacific journal of management research and … 11 (2015) 4, pp. 251-273

Persistent link: https://www.econbiz.de/10011446488

Forecasting the price of gold

Hassani, Hossein; Silva, Emmanuel Sirimal; Gupta, Rangan; … - In: Applied economics 47 (2015) 37/39, pp. 4141-4152

Persistent link: https://www.econbiz.de/10011294643

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