Random walk and breaking trend in financial series : an economic critique of unit root tests
Year of publication: |
2008
|
---|---|
Authors: | Rahman, Abdul H. ; Saadi, Samir |
Published in: |
Review of financial economics : RFE. - Medford, MA : Wiley, ISSN 1058-3300, ZDB-ID 1116477-3. - Vol. 17.2008, 3, p. 204-212
|
Subject: | Einheitswurzeltest | Unit root test | Random Walk | Random walk | Zeitreihenanalyse | Time series analysis | Finanzmarkt | Financial market |
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