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  • Search: subject:"Irrfahrtsproblem"
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Year of publication
Subject
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Random Walk 999 Random walk 998 Theorie 385 Theory 385 Efficient market hypothesis 242 Effizienzmarkthypothese 242 Börsenkurs 234 Share price 233 Estimation 199 Schätzung 199 Wechselkurs 188 Exchange rate 187 Zeitreihenanalyse 185 Time series analysis 182 Forecasting model 176 Prognoseverfahren 176 Aktienmarkt 158 Stock market 156 random walk 85 Einheitswurzeltest 84 Prognose 84 Unit root test 84 Forecast 83 Capital income 77 Kapitaleinkommen 77 USA 76 Volatilität 76 United States 75 Volatility 75 India 59 Indien 59 Stochastic process 54 Stochastischer Prozess 54 Statistischer Test 48 Estimation theory 46 Schätztheorie 46 Statistical test 45 Aktienindex 44 Stock index 44 Financial market 43
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Online availability
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Free 321 Undetermined 181 CC license 13
Type of publication
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Article 609 Book / Working Paper 413
Type of publication (narrower categories)
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Article in journal 575 Aufsatz in Zeitschrift 575 Arbeitspapier 180 Working Paper 180 Graue Literatur 171 Non-commercial literature 171 Aufsatz im Buch 30 Book section 30 Hochschulschrift 15 Thesis 9 Bibliografie enthalten 4 Bibliography included 4 Forschungsbericht 4 Collection of articles written by one author 3 Conference paper 3 Dissertation u.a. Prüfungsschriften 3 Handbook 3 Handbuch 3 Konferenzbeitrag 3 Sammlung 3 Case study 2 Fallstudie 2 Lehrbuch 2 Rezension 2 Systematic review 2 Textbook 2 Übersichtsarbeit 2 Collection of articles of several authors 1 Elektronischer Datenträger 1 Reprint 1 Sammelwerk 1
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Language
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English 986 German 26 Spanish 4 Polish 2 Undetermined 2 Croatian 1 Portuguese 1
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Author
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West, Kenneth D. 21 Engel, Charles 15 Moosa, Imad A. 13 Burns, Kelly 11 Maheswaran, S. 10 Malkiel, Burton G. 10 Lo, Andrew W. 9 Narayan, Paresh Kumar 9 Sarno, Lucio 9 Smyth, Russell 9 Bacchetta, Philippe 8 Della Corte, Pasquale 8 Kamaiah, Bandi 8 Pincheira, Pablo 8 Baghestani, Hamid 7 Hiremath, Gourishankar S. 7 Sattarhoff, Cristina 7 Tabak, Benjamin Miranda 7 Alquist, Ron 6 Ca'Zorzi, Michele 6 Gupta, Rangan 6 Harvey, Andrew C. 6 Kano, Takashi 6 MacKinlay, Archie Craig 6 Smith, Graham 6 Van Wincoop, Eric 6 Alvarez, Fernando 5 Atkeson, Andrew 5 Benjamin, Daniel J. 5 Chinn, Menzie David 5 Guidolin, Massimo 5 Higgs, Helen 5 Jovanovic, Franck 5 Kehoe, Patrick J. 5 Krämer, Walter 5 Moon, Seongman 5 Moore, Don A. 5 Muck, Jakub 5 Opong, Kwaku K. 5 Pesaran, M. Hashem 5
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Institution
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National Bureau of Economic Research 14 Banco Central do Brasil 2 Federal Reserve Bank of St. Louis 2 Institut für Schweizerisches Bankwesen <Zürich> 2 Aarhus Universitet / Afdeling for Nationaløkonomi 1 Centre for International Economic Studies 1 Centro de Estudios Macroeconómicos de Argentina / Universidad 1 Christian-Albrechts-Universität zu Kiel / Institut für Weltwirtschaft 1 European Commission / Statistical Office of the European Communities 1 Fachhochschule Stralsund / Fachbereich Wirtschaft 1 IGI Global 1 Institut for Nationaløkonomi <Kopenhagen> 1 Institut für Wirtschaftsforschung Halle 1 Københavns Universitet / Økonomisk Institut 1 Queen Mary College / Department of Economics 1 School of Economics and Political Science <Sydney> 1 Schweiz / Ökonomenteam 1 Springer Fachmedien Wiesbaden 1 Universitetet i Oslo / Økonomisk institutt 1 University of Cambridge / Department of Applied Economics 1 Universität Mannheim / Institut für Volkswirtschaft und Statistik 1 Walter de Gruyter GmbH & Co. KG 1
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Published in...
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Applied economics 17 Applied financial economics 15 International review of economics & finance : IREF 13 Working paper / National Bureau of Economic Research, Inc. 13 NBER working paper series 12 NBER Working Paper 11 Applied economics letters 10 Economics letters 10 Working paper 10 Econometric theory 9 International journal of economics and finance 8 International journal of theoretical and applied finance 8 Economic modelling 7 Finance India : the quarterly journal of Indian Institute of Finance 7 Journal of banking & finance 7 Journal of econometrics 7 Journal of forecasting 7 Mathematics of operations research 7 Probability theory and related fields : continuation of Zeitschrift für Wahrscheinlichkeitstheorie 7 Research in international business and finance 7 The empirical economics letters : a monthly international journal of economics 7 Finance research letters 6 International review of financial analysis 6 Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund 6 Cambridge working papers in economics 5 Discussion paper / Centre for Economic Policy Research 5 Operations research letters 5 Discussion papers in economics, finance and international competitiveness 4 European journal of operational research : EJOR 4 Evolutionary and institutional economics review 4 History of political economy 4 International finance discussion papers 4 International journal of economics and financial issues : IJEFI 4 International journal of forecasting 4 Journal of macroeconomics 4 Macroeconomic dynamics 4 Review of Pacific Basin financial markets and policies 4 Review of quantitative finance and accounting 4 The econometrics journal 4 Working paper / Department of Econometrics and Business Statistics, Monash University 4
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Source
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ECONIS (ZBW) 1,007 USB Cologne (EcoSocSci) 10 USB Cologne (business full texts) 5
Showing 131 - 140 of 1,022
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predictive power of an ensemble model for cryptocurrency forecasting
Tripathi, Manas; Tripathi, Bhavya - In: The journal of prediction markets 16 (2022) 1, pp. 79-94
Persistent link: https://www.econbiz.de/10014289724
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Smooth robust multi‐horizon forecasts
Martinez, Andrew B.; Castle, Jennifer; Hendry, David F. - In: Essays in honor of M. Hashem Pesaran : prediction and …, (pp. 143-165). 2022
Persistent link: https://www.econbiz.de/10013201849
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Stochastic strategies for patrolling a terrain with a synchronized multi-robot system
Caraballo, Luis E.; Díaz-Báñez, José M.; … - In: European journal of operational research : EJOR 301 (2022) 3, pp. 1099-1116
Persistent link: https://www.econbiz.de/10013267819
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On the net present value distribution affected by a random walk process
Grubbström, Robert W. - In: International journal of production economics 250 (2022), pp. 1-20
Persistent link: https://www.econbiz.de/10013535784
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Market complete option valuation using a Jarrow-Rudd pricing tree with skewness and kurtosis
Hu, Yuan; Lindquist, W. Brent; Račev, Svetlozar T.; … - In: Journal of economic dynamics & control 137 (2022), pp. 1-20
Persistent link: https://www.econbiz.de/10013464578
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Distribution of the -Multiple Point Range in the Closed Simple Random Walk I
Höf, Daniel - 2018
The distribution of the number of points of the closed simple random walk, visited a given number of times (the -multiple point range) is analysed by a graph based approach. A general expression for the moments is derived. In this paper the joint generating function for dimension one is...
Persistent link: https://www.econbiz.de/10012918848
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Restricted Random Walks of Fixed Dimension and Finite Memory
Padmanabhan, A.S. - 2018
The problem of restricted random walks of fixed dimension and finite memory is considered using extension of methods discussed earlier. Inversion of recursion relations, derived in Ref. 1, is derived and recursion relations for restricted random walks of fixed dimension and four and six step...
Persistent link: https://www.econbiz.de/10012923050
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Random Walks Strictly Confined to a Subspace
Padmanabhan, A.S. - 2018
In this paper, we show that for (i) simple random walks and (ii) random walks with exclusion of immediate reversals it is possible to partition the set of walks into different sub-lattices according to the number of axis directions in which the steps are made. We also show that for (i) and (ii)...
Persistent link: https://www.econbiz.de/10012923929
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Deterministic Walks in Random Networks : An Application to Thesaurus Graphs
Kinouchi, O. - 2018
In a landscape composed of randomly distributed sites in Euclidean space, a walker ("tourist") goes to the nearest one that has not been visited in the last steps. This procedure leads to trajectories composed of a transient part and a final cyclic attractor of period The tourist walk presents a...
Persistent link: https://www.econbiz.de/10012927318
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Empirical evaluation of weak-form efficient market hypothesis in Ugandan securities exchange
Emenike, Kalu O.; Joseph, Kirabo K. B. - In: Journal of contemporary economic and business issues 5 (2018) 1, pp. 35-50
An efficient stock market plays an important role in stimulating economic development through providing a channel for mobilising domestic savings and facilitating the allocation of financial resources from dormant to more productive activities. This paper evaluates the Ugandan Securities...
Persistent link: https://www.econbiz.de/10011862219
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