Open AccessSOME PROPOSAL OF THE TEST FOR A RANDOM WALK DETECTION AND ITS APPLICATION IN THE STOCK MARKET DATA ANALYSIS
Author(s) -
Marcin Dudziński,
Konrad Furmańczyk,
Arkadiusz Orłowski
Publication year - 2018
Publication title -
metody ilościowe w badaniach ekonomicznych/quantitative methods in economics
Language(s) - English
Resource type - Journals
eISSN - 2543-8565
pISSN - 2082-792X
DOI - 10.22630/mibe.2018.19.4.32
Subject(s) - random walk , stock market , econometrics , test (biology) , computer science , financial economics , statistics , business , data science , economics , mathematics , geography , paleontology , context (archaeology) , archaeology , biology