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 |
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 10891043. - Vol. 6.1998, p. 27-36
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