搜索结果: 1-1 共查到“货币银行学 TESTING WHETHER”相关记录1条 . 查询时间(0.066 秒)
New procedures for testing whether stock price processes are martingales
betting strategy efficient market hypothesis (EMH) game-theoretic probability sequential test
2010/11/1
We propose procedures for testing whether stock price processes are martingales based on limit order type betting strategies. We first show that the null hypothesis of martingale property of a stock p...