scientific article; zbMATH DE number 3885186
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Publication:3218993
zbMATH Open0555.62098MaRDI QIDQ3218993FDOQ3218993
Authors: Jan G. De Gooijer
Publication date: 1985
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time seriesdaily traded Dutch stock closing pricesorder determination methodsrandom walk hypothesis of stock returnsweak form efficient market hypothesis of stocks
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Economic time series analysis (91B84)
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- Determining a portfolio of linear time series models
- Methods of forecasting of effective decision making in multilevel models.
- Weak form efficiency of selected European stock markets: alternative testing approaches
- Identifying and estimating efficient markets models with contemporaneous instruments
- Testing for efficiency and non-linearity in market and natural time series
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