search query: @indexterm Random walks / total: 34
references: 1-10 / 34
« previous page | next page »
 titleyearauthor
1.
Variance ratio tests of the random walk hypothesis for European emerging stock markets
European Journal of Finance
2003 : JUN, VOL. 9:3, p. 290-300
 2003 Smith, G.
Ryoo, H-J.
2.
Why is It So Difficult to Beat the Random Walk Forecast of Exchange Rates?
Journal of International Economics
2003 : MAY, VOL. 60:1, p. 85-108
 2003 Kilian, L.
Taylor, M. P.
3.
Exchange Rate Forecasting: the Errors We've Really Made
Journal of International Economics
2003 : MAY, VOL. 60:1, p. 35-60
 2003 Faust, J.
Rogers, J. H.
Wright J. H.,
4.
Random walk tests for Latin American equity indexes and individual firms
Journal of Financial Research
1999 : WINTER, VOL. 22:4, p. 371-383
 1999 Grieb, T.
Reyes, M.
5.
Random walks in the U.K. Pound/U.S. Dollar exchange rates.
International Review of Financial Analysis
1998 : VOL. 7:1, p. 65-82
 1998 Smoluk, H. J.
Vasconcellos, G. M.
Kramer, J. K.
6.
Rank-based selection strategies for the random walk process
European Journal of Operational Research
1997 : JAN 24, VOL. 96:2, p. 417-427
 1997 Chun, Y.
7.
The information content of cash flows and the random walk: evidence from the Helsinki stock exchange
Accounting and Business Research
1993 : SUMMER, VOL. 23:91, p. 263-272
 1993 Kinnunen, J.
Niskanen, J.
8.
La quasi-marche aleatoire
Finance
1992 : DEC, VOL. 13:2, p. 5-21
 1992 Alexandre, H.
9.
The time series consumption function: Error correction, random walks and the steady-state
Economic Journal
1991 : MAY, VOL. 101:406, p. 382-403
 1991 Molana, H.
10.
Les cours des marches d'actions suivent-ils une marche au hasard?
Finance
1990 : JUN, VOL. 11:1, p. 107-121
 1990 Fontaine, P.
« previous page | next page »
SCIMA