//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of econometrics"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Random walk"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Random Walk
8
Random walk
8
Time series analysis
4
Zeitreihenanalyse
4
Forecasting model
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
Prognoseverfahren
2
Statistical test
2
Statistischer Test
2
ARCH model
1
ARCH-Modell
1
Bayes-Statistik
1
Bayesian inference
1
Bootstrap approach
1
Bootstrap-Verfahren
1
Capital income
1
Chaos theory
1
Chaostheorie
1
Devisenmarkt
1
Discounting
1
Diskontierung
1
EU countries
1
EU-Staaten
1
Econometric model
1
Einheitswurzeltest
1
Electric power industry
1
Elektrizitätswirtschaft
1
Entropie
1
Entropy
1
Estimation
1
European Monetary System
1
Europäisches Währungssystem
1
Exchange rate
1
Exchange rate theory
1
Financial analysis
1
Finanzanalyse
1
Foreign exchange market
1
Heteroscedasticity
1
Heteroskedastizität
1
more ...
less ...
Type of publication
All
Article
8
Type of publication (narrower categories)
All
Article in journal
8
Aufsatz in Zeitschrift
8
Language
All
English
8
Author
All
Park, Joon Y.
2
Hong, Yongmiao
1
Li, Haitao
1
Luger, Richard
1
Marín, Manuel Ruiz
1
Matilla-García, Mariano
1
Miller, J. Isaac
1
Nagakura, Daisuke
1
Shintani, Mototsugu
1
Tomoyoshi, Yabu
1
Wang, Yoon-Jae
1
West, Kenneth D.
1
Wright, Jonathan H.
1
Zhao, Feng
1
more ...
less ...
Published in...
All
Journal of econometrics
IMF Working Papers
84
Physica A: Statistical Mechanics and its Applications
65
MPRA Paper
20
Applied economics
17
Applied financial economics
15
Working paper / National Bureau of Economic Research, Inc.
12
Applied economics letters
11
Working paper
11
International review of economics & finance : IREF
10
Economics letters
9
NBER working paper series
9
Cowles Foundation Discussion Papers
8
Econometric theory
8
International journal of theoretical and applied finance
8
Stochastic Processes and their Applications
8
Economic modelling
7
Finance India : the quarterly journal of Indian Institute of Finance
7
International journal of economics and finance
7
Journal of banking & finance
7
NBER Working Paper
7
Research in international business and finance
7
Statistics & Probability Letters
7
Working Paper
7
International review of financial analysis
6
Journal of forecasting
6
Mathematics and Computers in Simulation (MATCOM)
6
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
6
The empirical economics letters : a monthly international journal of economics
6
Cambridge working papers in economics
5
Discussion paper / Centre for Economic Policy Research
5
ECB Working Paper
5
Economics Bulletin
5
European journal of operational research : EJOR
5
Finance
5
Finance research letters
5
Mathematics of operations research
5
Panoeconomicus
5
Working paper series / European Central Bank
5
Annals of the Institute of Statistical Mathematics
4
more ...
less ...
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Random walk or chaos : a formal test on the Lyapunov exponent
Park, Joon Y.
;
Wang, Yoon-Jae
- In:
Journal of econometrics
169
(
2012
)
1
,
pp. 61-74
Persistent link: https://www.econbiz.de/10009666751
Saved in:
2
Spurious regressions in technical trading
Shintani, Mototsugu
;
Tomoyoshi, Yabu
;
Nagakura, Daisuke
- In:
Journal of econometrics
169
(
2012
)
2
,
pp. 301-309
Persistent link: https://www.econbiz.de/10009673181
Saved in:
3
Econometric analysis of present value models when the discount factor is near one
West, Kenneth D.
- In:
Journal of econometrics
171
(
2012
)
1
,
pp. 86-97
Persistent link: https://www.econbiz.de/10009686727
Saved in:
4
Nonlinearity, nonstationarity, and thick tails : how they interact to generate persistence in memory
Miller, J. Isaac
;
Park, Joon Y.
- In:
Journal of econometrics
155
(
2010
)
1
,
pp. 83-89
Persistent link: https://www.econbiz.de/10003965416
Saved in:
5
Bayesian model averaging and exchange rate forecasts
Wright, Jonathan H.
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 329-341
Persistent link: https://www.econbiz.de/10003782994
Saved in:
6
A non-parametric independence test using permutation entropy
Matilla-García, Mariano
;
Marín, Manuel Ruiz
- In:
Journal of econometrics
144
(
2008
)
1
,
pp. 139-155
Persistent link: https://www.econbiz.de/10003723626
Saved in:
7
Can the random walk model be beaten in out-of-sample density forecasts? : Evidence form intraday foreign exchange rates
Hong, Yongmiao
;
Li, Haitao
;
Zhao, Feng
- In:
Journal of econometrics
141
(
2007
)
2
,
pp. 736-776
Persistent link: https://www.econbiz.de/10003571349
Saved in:
8
Exact non-parametric tests for a random walk with unknown drift under conditional heteroscedasticity
Luger, Richard
- In:
Journal of econometrics
115
(
2003
)
2
,
pp. 259-276
Persistent link: https://www.econbiz.de/10001768298
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->