Narrow search
Showing 21 - 30 of 51,198
Cover Image
Testing the martingale hypothesis
Phillips, Peter C. B.; Jin, Sainan - In: Journal of business & economic statistics : JBES ; a … 32 (2014) 4, pp. 537-554
Persistent link: https://www.econbiz.de/10010488434
Cover Image
Mean Ratio Statistic for measuring predictability
Linton, Oliver; Smetanina, Katja - 2015
We propose an alternative Ratio Statistic for measuring predictability of stock prices. Our statistic is based on actual returns rather than logarithmic returns and is therefore better suited to capturing price predictability. It captures not only linear dependence in the same way as the...
Persistent link: https://www.econbiz.de/10010481079
Cover Image
Efficient market hypothesis in European stock markets
Borges, Maria Rosa - In: The European journal of finance 16 (2010) 7, pp. 711-726
Persistent link: https://www.econbiz.de/10008759387
Cover Image
A martingale approach for testing diffusion models based on infinitesimal operator
Song, Zhaogang - In: Journal of econometrics 162 (2011) 2, pp. 189-212
Persistent link: https://www.econbiz.de/10009270656
Cover Image
Comparative testing of experts
Najjar, Nabil I. al-; Weinstein, Jonathan - In: Econometrica : journal of the Econometric Society, an … 76 (2008) 3, pp. 541-559
Persistent link: https://www.econbiz.de/10003721907
Cover Image
Distribution-free specification tests of conditional models
Delgado, Miguel A.; Stute, Winfried - In: Journal of econometrics 143 (2008) 1, pp. 37-55
Persistent link: https://www.econbiz.de/10003722590
Cover Image
A test of the martingale hypothesis
Park, Joon Y. (contributor); Whang, Joon-Jae (contributor) - 2004
Persistent link: https://www.econbiz.de/10003273669
Cover Image
Sign tests for dependent observations
Ibragimov, Rustam (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003242872
Cover Image
Sign tests for dependent observations and bounds for path-dependent options
Ibragimov, Rustam; Brown, Donald J. - 2005
Persistent link: https://www.econbiz.de/10002936957
Cover Image
Power variation and time change
Barndorff-Nielsen, Ole E. (contributor);  … - 2004 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491700