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Search: subject:"Monte Carlo simulation experiments"
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Monte Carlo simulation experiments
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Aktienmarkt
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Bootstrap approach
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Bootstrap-Verfahren
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Efficient market hypothesis
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Effizienzmarkthypothese
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Kuan and Lee test
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Martingal
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Martingale
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Monte Carlo simulation
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market efficiency
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martingale difference hypothesis
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wild bootstrap
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Amaral, Pedro
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Arribas-Bel, Daniel
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Koschinsky, Julia
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Kumar, Dilip
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Maheswaran, Srinivasan
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American journal of finance and accounting
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Letters in Spatial and Resource Sciences
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Are major global stock markets efficient? : an application of the martingale difference hypothesis with wild bootstrap
Kumar, Dilip
;
Maheswaran, Srinivasan
- In:
American journal of finance and accounting
3
(
2013/14
)
2/4
,
pp. 217-233
Persistent link: https://www.econbiz.de/10010403610
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2
Improving the multi-dimensional comparison of simulation results: a spatial visualization approach
Arribas-Bel, Daniel
;
Koschinsky, Julia
;
Amaral, Pedro
- In:
Letters in Spatial and Resource Sciences
5
(
2012
)
2
,
pp. 55-63
Persistent link: https://www.econbiz.de/10010846107
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