Keywords: آزمون نسبت واریانس; C1; C2; C12; C22; C58; F31; G0; G1; Serial correlation; Wavelets; Independence; Discrete wavelet transformation; Maximum overlap wavelet transformation; Variance ratio test; Variance decomposition;
مقالات ISI آزمون نسبت واریانس (ترجمه نشده)
مقالات زیر هنوز به فارسی ترجمه نشده اند.
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Keywords: آزمون نسبت واریانس; G14; Autocorrelation test; Data snooping; Market efficiency; Runs test; Variance ratio test;
Keywords: آزمون نسبت واریانس; Batch process; Steady state identification; Ensemble empirical mode decomposition; Instantaneous frequency; Variance ratio test
Do announcements of WTO dispute resolution cases matter? Evidence from the rare earth elements market
Keywords: آزمون نسبت واریانس; F13; G14; Q02; Q38; Market efficiency; Rare earth elements; Stock price informativeness; Structural break test; Variance ratio test; World Trade Organization (WTO);
Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates
Keywords: آزمون نسبت واریانس; G14; G15; C12; C14; Adaptive markets hypothesis; Martingale difference hypothesis; Variance ratio test; Spectral test;
Small sample properties of alternative tests for martingale difference hypothesis
Keywords: آزمون نسبت واریانس; C12; C14; Monte Carlo experiment; Nonlinear dependence; Portmanteau test; Variance ratio test;
Parametric and non-parametric approaches in evaluating martingale hypothesis of energy spot markets
Keywords: آزمون نسبت واریانس; Energy spot markets; Martingale process; Variance ratio test; Structural break; Financial time series
Are GCC stock markets predictable?
Keywords: آزمون نسبت واریانس; G14; G15; Market efficiency; Emerging markets; Variance ratio test; GARCH models;
Efficiency tests of foreign exchange markets for four Asian Countries
Keywords: آزمون نسبت واریانس; C22; G15Floating exchange rate; Variance ratio test; Multiple-variance ratio test; Random walk
The efficiency of the crude oil markets: Evidence from variance ratio tests
Keywords: آزمون نسبت واریانس; Q40; C14Crude oil markets; Market efficiency; Variance ratio test
The random walk hypothesis for Chinese stock markets: Evidence from variance ratio tests
Keywords: آزمون نسبت واریانس; G14; G15; C14; Chinese stock markets; Market efficiency; Random walk hypothesis; Variance ratio test;
Heterogeneous relationship between IPO return and risk across idiosyncratic variance characteristics
Keywords: آزمون نسبت واریانس; G32Initial public offering; Idiosyncratic risk; Variance ratio test; IPO underpricing; Long-run performance
A comparison of variance ratio tests of random walk: A case of Asian emerging stock markets
Keywords: آزمون نسبت واریانس; G14; G15; C14; Stock market efficiency; Mean reversion; Variance ratio test; Non-parametric tests; Subsampling;