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A RANDOM WALK STUDY OF RELATIVE PRICE CHANGES
Author(s) -
Jones Ray G.
Publication year - 1977
Publication title -
financial review
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.621
H-Index - 47
eISSN - 1540-6288
pISSN - 0732-8516
DOI - 10.1111/j.1540-6288.1977.tb01997.x
Subject(s) - random walk , citation , state (computer science) , computer science , mathematics , statistics , library science , algorithm