Random walk versus multiple trend breaks in stock prices : evidence from 15 European markets
Paresh Kumar Narayan and Russell Smyth
| Year of publication: |
2006
|
|---|---|
| Authors: | Narayan, Paresh Kumar ; Smyth, Russell |
| Published in: |
Applied financial economics letters. - Abingdon : Routledge, ISSN 1744-6546, ZDB-ID 2175172-9. - Vol. 2.2006, 1, p. 1-7
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| Subject: | Börsenkurs | Share price | Random Walk | Random walk | Schätzung | Estimation | Europa | Europe | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Strukturbruch | Structural break |
| 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/10003301478