Random walk and breaking trend in financial series an econometric critique of unit root tests.

Random walk and breaking trend in financial series an econometric critique of unit root tests.

Bibliographic Details
Published in:Review of financial economics V. 12-17, 1-4 (2003-08).
Main Author: Rahman, Abdul
Format: Article
Language:English
Subjects:
Random walk theory.
Econometrics.
Securities markets.