Fit Hang Seng Index for 21<sup>st</sup> Century with Random Walk Model-Reference-Cited by-同舟云学术

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Fit Hang Seng Index for 21^st Century with Random Walk Model

Published:2021-04 Issue: Volume: Page:
ISSN:
Container-title:2021 International Conference on Computer, Blockchain and Financial Development (CBFD)
language:
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Author:

Yan Shaomin¹,Wu Guang¹

Affiliation:

1. Guangxi Key Laboratory of Biorefinery, Guangxi Academy of Sciences,National Engineering Research Center for Non-Food Biorefinery, State Key Laboratory of Non-Food Biomass and Enzyme Technology, Guangxi Biomass Engineering Technology Research Center,Nanning,China,530007

Funder

Guangxi Academy of Sciences

Technology Development

Publisher

IEEE

Link

http://xplorestaging.ieee.org/ielx7/9758987/9759105/09759154.pdf?arnumber=9759154

Reference13 articles.

1. Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test

2. On Testing the Random-Walk Hypothesis: A Model-Comparison Approach

3. Tests of the random walk hypothesis for financial data

4. Random walk hypothesis in exchange rate reconsidered

5. Langevin modelling of high-frequency Hang-Seng index data

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Fitting of Russell 2000 Index for the First 20 Years in the 21st Century with Random Walk – Application in Big Data and Digital Economy;Atlantis Highlights in Intelligent Systems;2022-12-02

2. Simulation of German DAX Index for the First 20 Years in the 21st Century with Random Walk Model;Atlantis Highlights in Intelligent Systems;2022-12-02

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