A procedure for testing the hypothesis of weak efficiency in financial markets: a Monte Carlo simulation (Q2111326)
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scientific article; zbMATH DE number 7642328
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| English | A procedure for testing the hypothesis of weak efficiency in financial markets: a Monte Carlo simulation |
scientific article; zbMATH DE number 7642328 |
Statements
A procedure for testing the hypothesis of weak efficiency in financial markets: a Monte Carlo simulation (English)
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13 January 2023
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efficiency
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financial markets
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random walk
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sequential testing strategy
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Monte Carlo experiment
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0.7602832913398743
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0.751618504524231
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0.7497339248657227
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0.7388943433761597
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0.7361515164375305
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