scientific article; zbMATH DE number 3885186

MaRDI QIDQ3218993zbMATH OpenFDO

Authors Jan G. De Gooijer

Publication date 1985

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)

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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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