Testing the random walk hypothesis through robust estimation of correlation (Q1023580): Difference between revisions

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Latest revision as of 16:28, 1 July 2024

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Testing the random walk hypothesis through robust estimation of correlation
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    Testing the random walk hypothesis through robust estimation of correlation (English)
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    12 June 2009
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    autocorrelation
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    conditional heteroskedasticity
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    correlation coefficient
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    Monte Carlo experiment
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    random walk
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    variance ratio
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