An Algorithm for Testing the Efficient Market Hypothesis
نویسندگان
چکیده
منابع مشابه
An Algorithm for Testing the Efficient Market Hypothesis
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15 صفحه اولhypothesis testing for an exchangeable normal distribution
consider an exchangeable normal vector with parameters ????2, and ?. on the basis of a vector observation some tests about these parameters are found and their properties are discussed. a simulation study for these tests and a few nonparametric tests are presented. some advantages and disadvantages of these tests are discussed and a few applications are given.
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ژورنال
عنوان ژورنال: PLoS ONE
سال: 2013
ISSN: 1932-6203
DOI: 10.1371/journal.pone.0078177