The compass rose and random walk tests. (Q1603898)
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scientific article; zbMATH DE number 1768059
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | The compass rose and random walk tests. |
scientific article; zbMATH DE number 1768059 |
Statements
The compass rose and random walk tests. (English)
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15 July 2002
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Autocorrelation
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Heteroscedasticity
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Monte Carlo
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Price discreteness
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Random walk
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Variance ratio
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0.7547206282615662
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0.751591145992279
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0.7458056807518005
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0.7458056807518005
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0.6929318904876709
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