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Random walk model and asymmetric effect in Korean composite stock price index
Aggarwal, Divya, (2018)
The stress-dependent random walk
Gremm, Martin, (2015)
A reflection principle for a random walk with implications for volatility estimation using extreme values of asset prices
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Analysis of weak-form efficiency on the Nigerian stock market : further evidence from GARCH model
Chigozie, Okpara Godwin, (2010)