TESTS OF THE RANDOM-WALK HYPOTHESIS AGAINST A PRICE-TREND HYPOTHESIS

被引：26

|

作者：

TAYLOR, SJ

机构：

来源：

JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS | 1982年 / 17卷 / 01期

关键词：

D O I：

10.2307/2330928

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

收藏

页码：37 / 61

页数：25

相关论文

共 50 条

[31] Random Walk Hypothesis in MIST Stock Markets
Gemici, Eray
Polat, Muslum
ESKISEHIR OSMANGAZI UNIVERSITESI IIBF DERGISI-ESKISEHIR OSMANGAZI UNIVERSITY JOURNAL OF ECONOMICS AND ADMINISTRATIVE SCIENCES, 2018, 13 (01): : 129 - 141
[32] Random walk hypothesis in exchange rate reconsidered
Chu, Chia-Shang J.
Lu, Hsin-Min
JOURNAL OF FORECASTING, 2006, 25 (04) : 275 - 290
[33] Sampling the Lindelof Hypothesis with the Cauchy random walk
Lifshits, Mikhail
Weber, Michel
PROCEEDINGS OF THE LONDON MATHEMATICAL SOCIETY, 2009, 98 : 241 - 270
[34] Testing the random walk hypothesis with neural networks
Zapranis, Achilleas
ARTIFICIAL NEURAL NETWORKS - ICANN 2006, PT 2, 2006, 4132 : 664 - 671
[35] AUSTRALIAN SHARE PRICES AND RANDOM WALK HYPOTHESIS
PRAETZ, PD
AUSTRALIAN JOURNAL OF STATISTICS, 1969, 11 (03): : 123 - &
[36] Testing of Random Walk Hypothesis in the Cryptocurrency Market
Verma, Ruchita
Sharma, Dhanraj
Sam, Shiney
FIIB BUSINESS REVIEW, 2022,
[37] WORLD STOCK MARKETS - SOME RANDOM-WALK TESTS
COOPER, JCB
APPLIED ECONOMICS, 1982, 14 (05) : 515 - 531
[38] DOES THE EXCHANGE-RATE FOLLOW A RANDOM-WALK - A MONTE-CARLO STUDY OF 4 TESTS FOR A RANDOM-WALK
HAKKIO, CS
JOURNAL OF INTERNATIONAL MONEY AND FINANCE, 1986, 5 (02) : 221 - 229
[39] REGULARITIES AND ANOMALIES OF THE BEHAVIOR OF THE LIRA EXCHANGE-RATE DURING THE 70S - THE RANDOM-WALK HYPOTHESIS
HAMAUI, R
RIVISTA INTERNAZIONALE DI SCIENZE ECONOMICHE E COMMERCIALI, 1983, 30 (10-1): : 935 - 956
[40] THE COST OF A CENTRAL BANK LEANING AGAINST A RANDOM-WALK
CORRADO, CJ
TAYLOR, D
JOURNAL OF INTERNATIONAL MONEY AND FINANCE, 1986, 5 (03) : 303 - 314

← 1 2 3 4 5 →