文章基本信息
- 标题:Tests of Random Walk Hypothesis under Drift and Structural Break-A Nonparametric Approach
- 本地全文:下载
- 作者:Chin Wen Cheong ; Zaidi Isa
- 期刊名称:World Applied Sciences Journal
- 印刷版ISSN:1818-4952
- 电子版ISSN:1991-6426
- 出版年度:2007
- 卷号:2
- 期号:06
- 出版社:International Digital Organization for Scientific Information Publications
- 关键词:Random Walks;Random Walk Hypothesis;Drift;Structural;Nonparametric Approach