Does the financial crisis influence the random walk behaviour of international stock markets?
Author:
Publisher
Informa UK Limited
Subject
Economics and Econometrics
Link
http://www.tandfonline.com/doi/pdf/10.1080/13504851003670676
Reference16 articles.
1. VARIANCE-RATIO TESTS OF RANDOM WALK: AN OVERVIEW
2. THE VARIANCE RATIO STATISTIC AT LARGE HORIZONS
3. A simple multiple variance ratio test
4. The wild bootstrap, tamed at last
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