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Testing the random walk hypothesis : Power versus frequency of observation

Economics Letters, 18(4): 381--386, 1985.
Authors: Robert J. Shiller and Pierre Perron
URL: http://www.sciencedirect.com/science/article/B6V84-458XS7T-B5/2/187590d8b5652e859a6c41c9fa07e0bc
Description: Economics Letters
Tags: imported
| URL | BibTeX  
@article{Shiller1985,
title = {Testing the random walk hypothesis : Power versus frequency of observation},
author = {Robert J. Shiller and Pierre Perron},
journal = {Economics Letters},
number = {4},
pages = {381--386},
url = {http://www.sciencedirect.com/science/article/B6V84-458XS7T-B5/2/187590d8b5652e859a6c41c9fa07e0bc},
volume = {18},
year = {1985},
description = {Economics Letters},
keywords = {imported }
}