New Procedures for Testing Whether Stock Price Processes are Martingales
| Year of publication: |
2011
|
|---|---|
| Authors: | Takeuchi, Kei ; Takemura, Akimichi ; Kumon, Masayuki |
| Published in: |
Computational Economics. - Society for Computational Economics - SCE, ISSN 0927-7099. - Vol. 37.2011, 1, p. 67-88
|
| Publisher: |
Society for Computational Economics - SCE |
| Subject: | Betting strategy | Efficient market hypothesis (EMH) | Game-theoretic probability | Sequential test |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10008776294