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Testing the random walk hypothesis: Power versus frequency of observation

Robert Shiller () and Pierre Perron ()

Economics Letters, 1985, vol. 18, issue 4, 381-386

Date: 1985
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Working Paper: Testing the Random Walk Hypothesis: Power versus Frequency of Observation (1985) Downloads
Working Paper: Testing the Random Walk Hypothesis: Power Versus Frequency of Observation (1984) Downloads
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