Testing the Random Walk Hypothesis: Power versus Frequency of Observation
收藏NBER1985-04-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/t0045
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资源简介：
Power functions of tests of the random walk hypothesis versus stationary first order autoregressive alternatives are tabulated for samples of fixed span but various frequencies of observation.
提供机构：
美国国家经济研究局
创建时间：
1985-04-01
