Hanclova, Jana; Rublikova, Eva - In: Operations Research and Decisions 1 (2006), pp. 21-38
The article deals with the testing of the weak form of efficiency on Czech and Slovak stock market during the period 2000–2004 based on daily returns representing index PX50 and SAX30 in the form of martingale as well as in the form of random walk. Concerning functional model forms of...