A test of financial time-series data to discriminate among lognormal, Gaussian and square-root random walks (Q333367)
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scientific article; zbMATH DE number 6645358
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| English | A test of financial time-series data to discriminate among lognormal, Gaussian and square-root random walks |
scientific article; zbMATH DE number 6645358 |
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A test of financial time-series data to discriminate among lognormal, Gaussian and square-root random walks (English)
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28 October 2016
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hypothesis testing
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lognormality
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random walk
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0.85181004
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0.8368238
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0.8356805
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0.8346127
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0.8316861
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