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Random walks and market efficiency : evidence from Indian stock market

Tripathy, Nalini Prava - In: International journal of economics and business research 6 (2013) 2, pp. 210-228

Persistent link: https://www.econbiz.de/10010351158

A note on the superiority of variance ration tests for random walks against long memory alternatives

Mikkelsen, Hans Ole Æ. - 1992

Persistent link: https://www.econbiz.de/10000842153

A random walk through seasonal adjustment : noninvertible moving averages and unit root tests

Barrio Castro, Tomas del (contributor); … - European Commission / Statistical Office of the … - 2006 - 2006 edition

This paper examines the distributions of (zero frequency) unit root test statistics for I(1) processes in the presence of noninvertible moving average components. The analysis initially considers a noninvertible MA(1), for which the asymptotic distribution of the ADF test statistic under the...

Persistent link: https://www.econbiz.de/10015315610

The existence of random walk in the Philippine stock market : evidence from unit root and variance-ratio tests

Camba, Abraham C. <Jr>; Camba, Aileen L. - In: Journal of Asian finance, economics and business : JAFEB 7 (2020) 10, pp. 523-530

Persistent link: https://www.econbiz.de/10012671436

Testing the weak-form efficiency of agriculture's capital markets

Ghimire, Binam; Annussek, Kolja; Harvey, Jackie; … - In: Economics and business review 2 (2016) 2, pp. 3-17

Persistent link: https://www.econbiz.de/10011535203

A random walk for agricultural total factor productivity

Vercammen, James Alfred - In: Canadian journal of agricultural economics : CJAE 72 (2024) 3, pp. 213-233

Persistent link: https://www.econbiz.de/10015121041

Forecasting with a random walk

Pincheira, Pablo; Medel, Carlos A. - In: Finance a úvěr 66 (2016) 6, pp. 539-564

Persistent link: https://www.econbiz.de/10011582646

Distance-based nearest neighbour forecasting with application to exchange rate predictability

Kyriazi, Foteini; Thomakos, Dimitrios D. - In: IMA journal of management mathematics 31 (2020) 4, pp. 469-490

Persistent link: https://www.econbiz.de/10012314033

The asymptotic size and power of the augmented Dickey-Fuller test for a unit root

Paparoditis, Efstathios; Politis, Dimitris N. - In: Econometric reviews 37 (2018) 6/10, pp. 955-973

Persistent link: https://www.econbiz.de/10012040423

The limit distribution of level crossings of a random walk, and a simple unit root test

Burridge, Peter; Guerre, Emmanuel - 1995 - Rev

Persistent link: https://www.econbiz.de/10000931591