Pages that link to "Item:Q902628"
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The following pages link to Four tests for the random walk hypothesis: power versus robustness (Q902628):
Displaying 6 items.
- Testing the random walk hypothesis: power versus frequency of observation (Q375146) (← links)
- Testing the random walk hypothesis through robust estimation of correlation (Q1023580) (← links)
- Geometric versus arithmetic random walk: The case of trended variables (Q1299544) (← links)
- Exact non-parametric tests for a random walk with unknown drift under conditional heteroscedasticity (Q1398962) (← links)
- A procedure for testing the hypothesis of weak efficiency in financial markets: a Monte Carlo simulation (Q2111326) (← links)
- JOINT HYPOTHESIS TESTS FOR A RANDOM WALK BASED ON INSTRUMENTAL VARIABLE ESTIMATORS (Q4012960) (← links)