مرکز منطقه ای اطلاع رساني علوم و فناوري - Testing the random walk hypothesis through robust estimation of correlation

Title of article :

Testing the random walk hypothesis through robust estimation of correlation

Author/Authors :

Andrei Semenov، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2008

Pages :

From page :

2504

To page :

2513

Keywords :

autocorrelation , Correlation coefficient , Monte Carlo experiment , Conditional heteroskedasticity , random walk , Variance ratio

Journal title :

Computational Statistics and Data Analysis

Serial Year :

2008

Journal title :

Computational Statistics and Data Analysis

Record number :

145694

Link To Document :