Pages that link to "Item:Q868405"
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The following pages link to New variance ratio tests to identify random walk from the general mean reversion model (Q868405):
Displaying 5 items.
- A test of financial time-series data to discriminate among lognormal, Gaussian and square-root random walks (Q333367) (← links)
- Gaussian mixture modelling to detect random walks in capital markets (Q597510) (← 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)
- A multiple variance ratio test using subsampling (Q1927304) (← links)
