Are prices predictable? The random walk as an alternative to common forecasting theories
Zanetti, Pietro (A.A. 2018/2019) Are prices predictable? The random walk as an alternative to common forecasting theories. Tesi di Laurea in Statistics, Luiss Guido Carli, relatore Marco Perone Pacifico, pp. 38. [Bachelor's Degree Thesis]
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Abstract/Index
Common forecasting models. From the efficient markets hypothesis to the random walk theory. An introduction to the random walk theory. Historical overview: stochastic processes. Testing the random walk behavior of prices. Testing the random walk distribution.
References
Bibliografia: pp. 36-38.
| Thesis Type: | Bachelor's Degree Thesis |
|---|---|
| Institution: | Luiss Guido Carli |
| Degree Program: | Bachelor's Degree Programs > Bachelor's Degree Program in Economics and Business, English language (L-33) |
| Chair: | Statistics |
| Thesis Supervisor: | Perone Pacifico, Marco |
| Academic Year: | 2018/2019 |
| Session: | Summer |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 18 Nov 2019 09:50 |
| Last Modified: | 18 Nov 2019 09:50 |
| URI: | https://tesi.luiss.it/id/eprint/25068 |
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