scientific article; zbMATH DE number 3885186

zbMATH Open0555.62098MaRDI QIDQ3218993FDOQ3218993

Authors: Jan G. De Gooijer 

Publication date: 1985

Title of this publication is not available (Why is that?)

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zbMATH Keywords

time seriesdaily traded Dutch stock closing pricesorder determination methodsrandom walk hypothesis of stock returnsweak form efficient market hypothesis of stocks

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Economic time series analysis (91B84)

Cited In (5)

• 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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