• Title of article

    Markov chain test for time dependence and homogeneity: An analytical and empirical evaluation

  • Author/Authors

    Bar? Tan، نويسنده , , Kamil Yilmaz، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2002
  • Pages
    20
  • From page
    524
  • To page
    543
  • Keywords
    Efficient market hypothesis , Monte Carlo simulation , Time series , Markov chain
  • Journal title
    European Journal of Operational Research
  • Serial Year
    2002
  • Journal title
    European Journal of Operational Research
  • Record number

    214011

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=214011