مرکز منطقه ای اطلاع رساني علوم و فناوري

Title of article :

The compass rose and random walk tests

Author/Authors :

Yue Fang، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2002

Pages :

From page :

299

To page :

310

Keywords :

random walk , Varianceratio , Monte Carlo , Price discreteness , Heteroscedasticity , autocorrelation

Journal title :

Computational Statistics and Data Analysis

Serial Year :

2002

Journal title :

Computational Statistics and Data Analysis

Record number :

154000

Link To Document :