On the testing of Adaptive Markets Hypothesis using rolling windows

IF 1.2 4区经济学 Q3 ECONOMICS

Applied Economics Letters Pub Date : 2024-08-18 DOI:10.1080/13504851.2024.2389341

Viktor Hřebačka

引用次数: 0

Abstract

In this paper, we investigate the issue of multiple testing problem in the testing of Adaptive Markets Hypothesis via rolling window analysis. Using Monte Carlo simulation, we show that a significa...

查看原文本刊更多论文

论利用滚动窗口检验自适应市场假说

本文通过滚动窗口分析法研究了自适应市场假说测试中的多重测试问题。通过蒙特卡洛模拟，我们证明了一个显著的...

本文章由计算机程序翻译，如有差异，请以英文原文为准。

求助全文

约1分钟内获得全文求助全文

来源期刊

Applied Economics Letters ECONOMICS-

CiteScore

2.90

自引率

6.20%

发文量

460

期刊介绍： Applied Economics Letters is a companion journal to Applied Economics and Applied Financial Economics. It publishes short accounts of new original research and encourages discussion of papers previously published in its two companion journals. Letters are reviewed by the Editor, a member of the Editorial Board or another suitable authority. They are generally applied in nature, but may include discussion of method and theoretical formulation. In a change to the format of the Applied Financial Series of journals, from 2009 Applied Financial Economics Letters will be incorporated into its sister journal Applied Economics Letters.