Variance-ratio tests of random walk: An overview

Journal of Economic Surveys

Volumn 23, Issue 3, 2009, Pages 503-527

  Charles, Amélie ^a   Darné, Olivier ^b  

^a AUDENCIA BUSINESS SCHOOL   (France)

^b UNIVERSITÉ DE NANTES   (France)

Author keywords

Random walk hypothesis; Stock market efficiency; Variance ratio tests

Indexed keywords

BOOTSTRAPPING; ECONOMETRICS; EFFICIENCY MEASUREMENT; HYPOTHESIS TESTING; LITERATURE REVIEW; RANDOM WALK METHOD; RANKING; SAMPLING BIAS; STOCK MARKET;

LATIN AMERICA;

EID: 67049173168     PISSN: 09500804     EISSN: 14676419     Source Type: Journal    
DOI: 10.1111/j.1467-6419.2008.00570.x     Document Type: Review

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