A variance ratio test of the behaviour of some FTSE equity indices using ranks and signs
Jorge Belaire-Franch; Kwaku K. Opong
| Year of publication: |
2005
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|---|---|
| Authors: | Belaire-Franch, Jorge ; Opong, Kwaku K. |
| Published in: |
Review of quantitative finance and accounting. - New York, NY : Springer, ISSN 0924-865X, ZDB-ID 1087855-5. - Vol. 24.2005, 1, p. 93-107
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| Subject: | Aktienindex | Stock index | Statistischer Test | Statistical test | Großbritannien | United Kingdom | Martingal | Martingale | Heteroskedastizität | Heteroscedasticity | Random Walk | Random walk |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002627139