Tests of random walk : a comparison of bootstrap approaches
Year of publication: |
2009
|
---|---|
Authors: | Lima, Eduardo José Araújo ; Tabak, Benjamin Miranda |
Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 1142021-2. - Vol. 34.2009, 4, p. 365-382
|
Subject: | Random Walk | Random walk | Bootstrap-Verfahren | Bootstrap approach |
-
Rufino, Cesar C., (2013)
-
Covariance estimation using random permutations
Padmakumari, Lakshmi, (2018)
-
Ahmed, Amira Akl, (2014)
- More ...
-
Building Confidence Intervals with Block Bootstraps for the Variance Ratio Test of Predictability
Lima, Eduardo José Araújo, (2007)
-
Lima, Eduardo José Araújo, (2008)
-
Causality and Cointegration in Stock Markets: The Case of Latin America
Tabak, Benjamin Miranda, (2002)
- More ...