Nonparametric statistical tests for the random walk in stock prices
Patricia Cerrito, Dennis Olson, and Krzysztof Ostaszewski
| Year of publication: |
1998
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| Authors: | Cerrito, Patricia ; Olson, Dennis ; Ostaszewski, Krzysztof M. |
| Published in: |
Advances in quantitative analysis of finance and accounting : a research annual. - River Edge, NJ [u.a.] : World Scientific, ISSN 1061-8910, ZDB-ID 1089104-3. - Vol. 6.1998, p. 27-36
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| Subject: | Börsenkurs | Share price | Aktienindex | Stock index | Zeitreihenanalyse | Time series analysis | Nichtparametrisches Verfahren | Nonparametric statistics | Statistischer Test | Statistical test | Theorie | Theory | USA | United States | 1982-1992 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Advances in quantitative analysis of finance and accounting |
| Source: | ECONIS - Online Catalogue of the ZBW |
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