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ArticleTesting the random walk hypothesis

Robert J. Shiller1985

Article1985

Testing the random walk hypothesis

Robert J. Shiller · Pierre Perron Z

366 citations·0/0 files stored·Economics Letters

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Financial Markets and Investment Strategies Monetary Policy and Economic Impact Financial Risk and Volatility Modeling

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References

1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root 1965The Behavior of Stock-Market Prices 1981Testing For Unit Roots: 1 1984Testing for Unit Roots: 2

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Year1985

Typearticle

Published1985-01-01

VenueEconomics Letters

ISSN-L0165-1765

Languageen

Citations366

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/0165-1765(85)90058-8

openalex_workW3097316749

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