| Files Posted by Anis |
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| 11 Jun 2007 |
|
Predictability of short horizon stock index returns and international markets efficiency weak form markets efficiency tests eleborated within this article
Author: Anis Ben Hassen |
whitepaper, article, paper, efficient market hypo..., variance ratio test, technical |
0 |
7 |
2.4 |
5 ratings
|
| 01 Feb 2006 |
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xrand compute p-values of the variance ratio test statistics using simulation
Author: Anis Ben Hassen |
finance, modeling, analysis, randomization simulat..., variance, radio |
0 |
1 |
1.0 |
1 rating
|
| 01 Feb 2006 |
|
Variance Ratio Test Variance ratio and related statistics.
Author: Anis Ben Hassen |
finance, modeling, analysis, autocorrelation, test, random walk |
6 |
2 |
3.8 |
4 ratings
|
| 07 Dec 2005 |
|
Weak form market efficiency tests market efficiency tests
Author: Anis Ben Hassen |
analysis, momentum strategy, finance, modeling, variance ratio tests, moving averages rule |
12 |
1 |
2.5 |
2 ratings
|
| 07 Oct 2005 |
|
rkp function complement
Author: Anis Ben Hassen |
finance, modeling, analysis, complement to vrt fun... |
0 |
2 |
1.0 |
2 ratings
|
| Files Tagged by Anis |
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| Updated |
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File |
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Downloads (last 30 days) |
Comments |
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| 11 Jun 2007 |
|
Predictability of short horizon stock index returns and international markets efficiency weak form markets efficiency tests eleborated within this article
Author: Anis Ben Hassen |
whitepaper, article, paper, efficient market hypo..., variance ratio test, technical |
0 |
7 |
2.4 |
5 ratings
|
| 01 Feb 2006 |
|
xrand compute p-values of the variance ratio test statistics using simulation
Author: Anis Ben Hassen |
finance, modeling, analysis, randomization simulat..., variance, radio |
0 |
1 |
1.0 |
1 rating
|
| 01 Feb 2006 |
|
Variance Ratio Test Variance ratio and related statistics.
Author: Anis Ben Hassen |
finance, modeling, analysis, autocorrelation, test, random walk |
6 |
2 |
3.8 |
4 ratings
|
| 07 Dec 2005 |
|
Weak form market efficiency tests market efficiency tests
Author: Anis Ben Hassen |
analysis, momentum strategy, finance, modeling, variance ratio tests, moving averages rule |
12 |
1 |
2.5 |
2 ratings
|
| 07 Oct 2005 |
|
rkp function complement
Author: Anis Ben Hassen |
finance, modeling, analysis, complement to vrt fun... |
0 |
2 |
1.0 |
2 ratings
|
|