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More Evidence Against the Random Walk Hypothesis

This volume provides more evidence against the Random Walk Hypothesis and offers insights into market inefficiency through systematically;

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A Non-Random Walk Down Wall Street

. Lo and A. Craig MacKinlay put the Random Walk Hypothesis to the test. In this volume, which elegantly integrates their most important;

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The Econometrics of Financial Markets

of the Random Walk Hypothesis, the microstructure of securities markets, event analysis, the Capital Asset Pricing Model and the Arbitrage;

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The Efficiency of China's Stock Market

, this book focuses on weak form and semi-strong form market efficiency. Empirical tests have been intensively conducted on the random walk;

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The Efficiency of China's Stock Market

, this book focuses on weak form and semi-strong form market efficiency. Empirical tests have been intensively conducted on the random walk;

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Hypothesis-testing Behaviour

research is discussed against the background of philosophical and formal theories of hypothesis testing with striking results: Falsificationism and;

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Hypothesis-testing Behaviour

research is discussed against the background of philosophical and formal theories of hypothesis testing with striking results: Falsificationism and;

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Trends and Tripwires 3 - Debunking the Random Walk

The Random Walk Debunked - Chart and analyse world financial charts using an amazing geometric method that offers all the advantages;

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Statistical Mechanics & Random Walks

In this book, the authors gather and present topical research in the study of statistical mechanics and random walk principles and;

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Random Walk To Nowhere, A

to the United States Supreme Court. The 'efficient market hypothesis' (EMH), born from the Random Walk theory, started out as an honest;

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Intelligent Random Walk

This book examines the intelligent random walk algorithms based on learning automata: these versions of random walk algorithms gradually;

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Exchange Rates in South America's Emerging Markets

tried to find a forecasting methodology that could beat the random walk, at least for certain forecasting periods. This Element compares the;

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Stochastic Methods for Boundary Value Problems

physics and chemistry. It includes Monte Carlo methods where the random walks live not only on the boundary, but also inside the domain. A variety;

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Immunization Safety Review

By two years of age, healthy infants in the United States can receive up to 20 vaccinations to protect against 11 diseases. Although most;

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A Random Walk in Science

A Random Walk in Science provides insight into the wit and intellect of the scientific mind through a blend of amusing and serious;

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Random Walk and Diffusion Models

This book offers an accessible introduction to random walk and diffusion models at a level consistent with the typical background;

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Random Walk, Brownian Motion, and Martingales

This textbook offers an approachable introduction to stochastic processes that explores the four pillars of random walk, branching;

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Statistics 2 (International)

combinations of random variables, continuous random variables, sampling and estimation, and hypothesis tests.;

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Random Walks on Disordered Media and Their Scaling Limits: École d'Été de Probabilités de Saint-Flour XL - 2010

In these lecture notes, we will analyze the behavior of random walk on disordered media by means of both probabilistic and analytic methods;

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You Never Walk Alone .. Walk Alone/ 2 Versions Random Shipping. Bts, CD

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Elements of the Random Walk

Random walks have proven to be a useful model in understanding processes across a wide spectrum of scientific disciplines. Elements of the;

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Elements of the Random Walk

Random walks have proven to be a useful model in understanding processes across a wide spectrum of scientific disciplines. Elements of the;

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Random Walk In Random And Non-random Environments

The simplest mathematical model of the Brownian motion of physics is the simple, symmetric random walk. This book collects and compares;

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Random Walk In Random And Non-random Environments (Third Edition)

The simplest mathematical model of the Brownian motion of physics is the simple, symmetric random walk. This book collects and compares;

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Probability Theory and Statistical Applications

of random variables. The book is directed to students of mathematics, statistics, engineering, and other quantitative sciences, in particular to;

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Demystifying the Meese-Rogoff Puzzle

For the past 30 years international monetary economists have believed that exchange rate models cannot outperform the random walk in out;

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First Steps In Random Walks

The name random walk for a problem of a displacement of a point in a sequence of independent random steps was coined by Karl Pearson;

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