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  • Search: subject:"Random Walk"
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Year of publication
Subject
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Random walk 1,177 Random Walk 1,095 Theorie 420 Theory 409 random walk 339 Efficient market hypothesis 256 Börsenkurs 253 Effizienzmarkthypothese 252 Share price 247 Schätzung 217 Estimation 206 Wechselkurs 202 Prognoseverfahren 195 Exchange rate 194 Zeitreihenanalyse 194 Time series analysis 189 Forecasting model 186 Aktienmarkt 167 Stock market 167 Prognose 91 Forecast 88 Einheitswurzeltest 85 USA 85 Unit root test 85 Volatility 85 Volatilität 83 equation 80 Kapitaleinkommen 79 United States 79 Capital income 78 statistics 77 correlation 76 equations 71 forecasting 71 time series 68 India 63 Stochastischer Prozess 61 Indien 60 Stochastic process 58 covariance 56
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Online availability
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Free 700 Undetermined 476 CC license 14
Type of publication
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Article 1,050 Book / Working Paper 720 Other 1
Type of publication (narrower categories)
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Article in journal 620 Aufsatz in Zeitschrift 620 Working Paper 234 Arbeitspapier 191 Graue Literatur 183 Non-commercial literature 183 Aufsatz im Buch 32 Book section 32 Article 27 Hochschulschrift 16 Thesis 10 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 research-article 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 1,237 Undetermined 485 German 24 Spanish 12 Czech 3 Polish 3 Portuguese 3 Russian 2 Croatian 1 Slovak 1
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Author
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West, Kenneth D. 25 Engel, Charles 18 Moosa, Imad A. 15 Burns, Kelly 14 Maheswaran, S. 14 Scalas, Enrico 14 Gupta, Rangan 13 Schlicht, Ekkehart 13 Schindler, Felix 12 Sarno, Lucio 11 Smyth, Russell 11 Della Corte, Pasquale 10 Kano, Takashi 10 Malkiel, Burton G. 10 Bacchetta, Philippe 9 Balcilar, Mehmet 9 Kamaiah, Bandi 9 Lo, Andrew W. 9 Narayan, Paresh Kumar 9 Raberto, Marco 9 Sattarhoff, Cristina 9 Baghestani, Hamid 8 Higgs, Helen 8 Pincheira, Pablo 8 Zhang, Lei 8 Alquist, Ron 7 Corrado, Luisa 7 Guidolin, Massimo 7 Hiremath, Gourishankar S 7 Hiremath, Gourishankar S. 7 Katzke, Nico 7 Krämer, Walter 7 Mainardi, Francesco 7 Opong, Kwaku K. 7 Smith, Graham 7 Tabak, Benjamin Miranda 7 Thornton, Daniel L. 7 Zhang, Xibin 7 Belaire-Franch, Jorge 6 Ca'Zorzi, Michele 6
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Institution
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International Monetary Fund (IMF) 87 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 39 EconWPA 15 National Bureau of Economic Research 15 Cowles Foundation for Research in Economics, Yale University 9 Department of Econometrics and Business Statistics, Monash Business School 7 HAL 5 Zentrum für Europäische Wirtschaftsforschung (ZEW) 5 C.E.P.R. Discussion Papers 4 International Monetary Fund 4 BANCO DE LA REPÚBLICA 3 Banco de la Republica de Colombia 3 Department of Economics, Faculty of Economic and Management Sciences 3 European Central Bank 3 School of Economics and Finance, Business School 3 Banco Central do Brasil 2 Duke University, Department of Economics 2 Econometric Society 2 Economic Research Service, Department of Agriculture 2 Faculty of Economics, University of Cambridge 2 Federal Reserve Bank of St. Louis 2 Graduate School of Economics, Hitotsubashi University 2 Instituto Valenciano de Investigaciones Económicas (IVIE) 2 Nepal Rastra Bank 2 Aarhus Universitet / Afdeling for Nationaløkonomi 1 Agency for Economic Analysis and Forecasting, Ministry of Finance 1 Association Française de Cliométrie - AFC 1 Banco Central de Reserva del Perú 1 Center for Nonlinear Dynamics in Economics and Finance (CeNDEF), Faculteit Economie en Bedrijfskunde 1 Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain 1 Centre Emile Bernheim, Solvay Brussels School of Economics and Management 1 Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne) 1 Centre for International Economic Studies 1 Centro de Estudios Macroeconómicos de Argentina / Universidad 1 Centro di Studi Internazionali Sull'Economia e la Sviluppo (CEIS), Facoltà di Economia 1 Certified General Accountants Association of Canada - CGA 1 Christian-Albrechts-Universität zu Kiel / Institut für Weltwirtschaft 1 Crawford School of Public Policy, Australian National University 1 Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance 1 Departamento de Análisis Económico: Teoría Económica e Historia Económica, Facultad de Ciencias Económicas y Empresariales 1
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Published in...
All
Physica A: Statistical Mechanics and its Applications 102 IMF Working Papers 85 MPRA Paper 36 Stochastic Processes and their Applications 28 Statistics & Probability Letters 23 Applied economics 18 Applied financial economics 15 International review of economics & finance : IREF 13 NBER working paper series 13 Working paper / National Bureau of Economic Research, Inc. 13 NBER Working Paper 11 Working paper 11 Applied economics letters 10 Economics letters 10 ZEW Discussion Papers 10 Cowles Foundation Discussion Papers 9 Econometric theory 9 Finance 9 Finance India : the quarterly journal of Indian Institute of Finance 8 International journal of economics and finance 8 International journal of theoretical and applied finance 8 Journal of forecasting 8 Mathematics and Computers in Simulation (MATCOM) 8 Mathematics of operations research 8 Economic modelling 7 Journal of banking & finance 7 Journal of econometrics 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 Working Paper 7 Australian Journal of Management 6 Finance research letters 6 International review of financial analysis 6 Monash Econometrics and Business Statistics Working Papers 6 Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund 6 Annals of the Institute of Statistical Mathematics 5 Cambridge working papers in economics 5 Computational Statistics 5 Discussion paper / Centre for Economic Policy Research 5
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Source
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ECONIS (ZBW) 1,078 RePEc 606 EconStor 70 USB Cologne (EcoSocSci) 8 BASE 4 Other ZBW resources 4 ArchiDok 1
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Showing 1 - 10 of 1,771
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Bitcoin market efficiency analysis pre- and post-COVID-19 pandemic : an interrupted time series and ARIMAX approach
Makoni, Tendai; Mushori, Providence; Chikobvu, Delson - In: Economies : open access journal 14 (2026) 3, pp. 1-19
horizons, and the null hypothesis of a random walk cannot be rejected, indicating that daily Bitcoin returns are consistent …
Persistent link: https://www.econbiz.de/10015628708
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Forecasting economic growth with traditional methods and a simple neural network model
Li, Shujie; Feng, Yuanhua - 2026
Persistent link: https://www.econbiz.de/10015627073
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Age-gender-country-specific death rates modelling and forecasting : a linear mixed-effects model
Dastranj, Reza; Kolář, Martin - In: Scandinavian actuarial journal 2025 (2025) 10, pp. 1009-1024
Persistent link: https://www.econbiz.de/10015555076
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Fundamentals models versus random walk : evidence from an emerging economy
Mendonça, Helder Ferreira de; Vereda, Luciano; … - In: Journal of forecasting 44 (2025) 6, pp. 1884-1906
Persistent link: https://www.econbiz.de/10015464740
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Random walks into democracy and back : the case against causal explanations of democratization
Apolte, Thomas - In: European journal of political economy 87 (2025), pp. 1-13
Persistent link: https://www.econbiz.de/10015422716
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Audit report readability and information efficiency : evidence from the Tehran Stock Exchange
Rajabalizadeh, Javad; Schadewitz, Hannu - In: Journal of accounting in emerging economies : JAEE 15 (2025) 2, pp. 491-516
Persistent link: https://www.econbiz.de/10015423906
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Wine market efficiency : is glass half full or half empty?
Shynkevich, Andrei - In: International review of economics & finance : IREF 98 (2025), pp. 1-15
Persistent link: https://www.econbiz.de/10015330734
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The gambler’s ruin with asymmetric payoffs
Whelan, Karl - 2025
The gambler's ruin is usually presented as a repeated game where the gambler can either win or lose one unit. We examine cases where the profits from winning gambles are multiple times the stake at risk, with the expected profit per gamble being either zero, positive or negative. For positive...
Persistent link: https://www.econbiz.de/10015330787
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Subjective probabilities under behavioral heuristics
Rahman, Oriana; Semenov, Andrei - In: International review of economics & finance : IREF 98 (2025), pp. 1-23
Persistent link: https://www.econbiz.de/10015331645
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Forecasting the daily exchange rate of the UK pound sterling against the US dollar
Darvas, Zsolt M.; Schepp, Zoltán - In: Finance research letters 71 (2025), pp. 1-7
Persistent link: https://www.econbiz.de/10015197874
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