Abstract
This paper surveys various statistical methods that have been proposed for the examination of the efficiency of financial markets and proposes a novel procedure for testing the predictability of a time series. For illustration, this procedure is applied to Austrian stock return series.
Originalsprache | Englisch |
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Seiten (von - bis) | 31 |
Fachzeitschrift | Austrian Journal of Statistics |
Jahrgang | 26 |
Ausgabenummer | 1 |
DOIs | |
Publikationsstatus | Veröffentlicht - 1997 |