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
Keywords :
Efficient market hypothesis , Monte Carlo simulation , Time series , Markov chain
Journal title :
European Journal of Operational Research
Journal title :
European Journal of Operational Research
