Code covered by the BSD License
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A=rkp(vec,k)
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F=rob_TRBB(x,H,tax,time_lag,n...
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F=rob_VMAB(x,s,l,band,tax,tim...
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F=rob_forecastingB(x,tax,time...
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[CD1,CD2,p1,p2]=chow_test(X,l...
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[Ntrading,nb,ns,yb,ys,yb_s,B,...
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[Ntrading,nb,ns,yb,ys,yb_s,B,...
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[Ntrading,nb,ns,yb,ys,yb_s,B,...
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[V,Z1,Z2,p1,p2]=xrand(x,k,n)
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[V,Z1,Z2,p1,p2]=xrand2(x,k,n)
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[V,Z1,Z2,p1,p2]=xrand3(x,k,n)
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[VR,Zk,Zhk]=vrt(x,k)
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[resultat,t,p]=momentum(index...
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res=averday(x)
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res=wild_boot(X,l,n)
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ttest3(x,m,alpha,tail,dim)
TTEST One-sample and paired-sample T-test.
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View all files
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| All files for Weak form market efficiency tests |
/Programmes/averday.m
/Programmes/chow_test.m
/Programmes/momentum.m
/Programmes/readme.txt
/Programmes/rkp.m
/Programmes/rob_TRB.m
/Programmes/rob_TRBB.m
/Programmes/rob_VMA.m
/Programmes/rob_VMAB.m
/Programmes/rob_forecasting.m
/Programmes/rob_forecastingB.m
/Programmes/stockdata.mat
/Programmes/ttest3.m
/Programmes/vrt.m
/Programmes/wild_boot.m
/Programmes/xrand.m
/Programmes/xrand2.m
/Programmes/xrand3.m
/license.txt
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