ListarDepartamento de Estadística, Econometría, Investigación Operativa, Organización de Empresas y Economía Aplicada por tema "Monte Carlo experiment"
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A procedure for testing the hypothesis of weak efficiency in financial markets: a Monte Carlo simulation
(Springer, 2022)The weak form of the efficient market hypothesis is identified with the conditions established by different types of random walks (1–3) on the returns associated with the prices of a financial asset. The methods traditionally ...