Title of article
The compass rose and random walk tests
Author/Authors
Yue Fang، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2002
Pages
12
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