[PDF][PDF] Testing the random walk hypothesis: Power versus frequency of observation
RJ Shiller, P Perron - 1985 - nber.org
FREQUENCY OF OBSERVATION Page 1 NEER ""HCHNICA, PAPER 3 I ES TESTING THE
RANI)OM WALK HYPOTHESIS : POWER VERSUS FREQUENCY OF OBSERVATION Robert J.
Shiller Pierre Perron Technical Working Paper No. 5 NATIONAL, BUREAU (OF ECONOMIC
RESEARCH 1050 Massachusetts Avenue Cambridge, MA 02138 April 1985 The research
reported here is part of the NBER's research program in Financial Markets and Monetary
Economics. Any opinions expressed are those of the authors and not those of the National …
RANI)OM WALK HYPOTHESIS : POWER VERSUS FREQUENCY OF OBSERVATION Robert J.
Shiller Pierre Perron Technical Working Paper No. 5 NATIONAL, BUREAU (OF ECONOMIC
RESEARCH 1050 Massachusetts Avenue Cambridge, MA 02138 April 1985 The research
reported here is part of the NBER's research program in Financial Markets and Monetary
Economics. Any opinions expressed are those of the authors and not those of the National …