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Random walk
OpenAlex concept - C121194460
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OpenAlex
C121194460
Smeal faculty
Charles Whiteman
- score 1.5
James McKeown
- score 0.7
Heather Scholz Lutz
- score 0.7
Brent W. Ambrose
- score 0.6
Papers
Reconsidering ‘trends and random walks in macroeconomic time series’
(1991)
- cites 212
Supplanting the ‘Minnesota’ prior
(1994)
- cites 161
The Fractal Structure of Real Estate Investment Trust Returns: The Search for Evidence of Market Segmentation and Nonlinear Dependency
(1992)
- cites 121
A comparative examination of the time‐series properties and predictive ability of annual historical cost and general price level adjusted earnings*
(1988)
- cites 7
On the expected distance of a random walk
(2015)
- cites 2