"Testing the random walk hypothesis through robust estimation of correlation."

Andrei Semenov (2008)

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DOI: 10.1016/J.CSDA.2007.08.016

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type: Journal Article

metadata version: 2020-02-18

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Andrei Semenov:
Testing the random walk hypothesis through robust estimation of correlation. Comput. Stat. Data Anal. 52(5): 2504-2513 (2008)

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