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Czech Stock Market
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Efficient Market Hypothesis
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Hypothesis Testing
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Linear and Nonlinear Methods
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Time Series with Randomly Permutated Order
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random walk
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Quang, Tran Van
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Politická ekonomie
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Testing the weak form of efficient market hypothesis for the czech stock market
Quang, Tran Van
- In:
Politická ekonomie
2007
(
2007
)
6
,
pp. 751-772
hypothesis is verified by both
linear
and
nonlinear
methods
. Those linear are: Box-Pierce test, variance ratio test, test of …
Persistent link: https://www.econbiz.de/10005036665
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