Tests of the random walk hypothesis for financial data

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8 Citations (Scopus)

Original language	English
Pages (from-to)	599-615
Journal	PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS
Volume	377
DOIs	https://doi.org/10.1016/j.physa.2006.10.073
Publication status	Published - 2007

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title = "Tests of the random walk hypothesis for financial data",

author = "T. Nakamura and Michael Small",

year = "2007",

doi = "10.1016/j.physa.2006.10.073",

language = "English",

volume = "377",

pages = "599--615",

journal = "PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS",

issn = "0378-4371",

publisher = "Elsevier",

}

TY - JOUR

T1 - Tests of the random walk hypothesis for financial data

AU - Nakamura, T.

AU - Small, Michael

PY - 2007

Y1 - 2007

U2 - 10.1016/j.physa.2006.10.073

DO - 10.1016/j.physa.2006.10.073

M3 - Article

VL - 377

SP - 599

EP - 615

JO - PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS

JF - PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS

SN - 0378-4371

ER -