Geometric versus arithmetic random walk. The case of trended variables
| Authors: | GUERRE, Emmanuel ; JOUNEAU, Frédéric |
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| Institutions: | Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain |
| Extent: | text/plain |
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| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | In : Journal of Statistical Planning and Inference, 68, 203-220, 1998 Number 1329 |
| Other identifiers: | 10.1016/S0378-3758(97)00142-0 [DOI] |
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Persistent link: https://www.econbiz.de/10010695627