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- Wed Aug 01, 2012 6:12 am
- Forum: Econometric Discussions
- Topic: Non-normal data
- Replies: 0
- Views: 1416
Non-normal data
Hi, I am Sarah Farrugia and am researching the weak-form efficient market hypothesis which states that stock prices should follow a random walk process. In this respect I am performing some tests such as unit root tests (ADF and PP), autocorrelation test, runs test and variance ratio test to detect ...