Testing the random walk hypothesis through robust estimation of correlation (Q1023580)
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scientific article; zbMATH DE number 5564650
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing the random walk hypothesis through robust estimation of correlation |
scientific article; zbMATH DE number 5564650 |
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Testing the random walk hypothesis through robust estimation of correlation (English)
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12 June 2009
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autocorrelation
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conditional heteroskedasticity
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correlation coefficient
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Monte Carlo experiment
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random walk
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variance ratio
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