• Title of article

    Testing the random walk hypothesis through robust estimation of correlation

  • Author/Authors

    Andrei Semenov، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2008
  • Pages
    10
  • From page
    2504
  • To page
    2513
  • Keywords
    autocorrelation , Correlation coefficient , Monte Carlo experiment , Conditional heteroskedasticity , random walk , Variance ratio
  • Journal title
    Computational Statistics and Data Analysis
  • Serial Year
    2008
  • Journal title
    Computational Statistics and Data Analysis
  • Record number

    145694

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=145694