Impressum | |
11 | Introduction: Definitions and Concepts |
11.1 | Certain Definitions |
11.2 | Statistical Analysis of German Stock Returns |
11.3 | Expectations and Efficient Markets |
11.4 | Econometric Models: A Brief Summary |
11.5 | The Random Walk Hypothesis |
11.6 | Unit Root Tests |
11.6.1 | Dickey-Fuller Tests |
11.6.2 | The KPSS Test of Stationarity |
11.6.3 | Variance Ratio Tests |
11.7 | Recommended Literature |