Random walk and breaking trend in financial series : an economic critique of unit root tests
Abdul Rahman; Samir Saadi
| Year of publication: |
2008
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|---|---|
| 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
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| Subject: | Einheitswurzeltest | Unit root test | Random Walk | Random walk | Zeitreihenanalyse | Time series analysis | Finanzmarkt | Financial market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003760043