Work

Random Walk of Stock Prices: A Test of the Variance-Time Function

Year: 1971

Type: article

Source: Econometrica

DOI: 10.2307/1909580

Author: William E. Young

Language: English

Topic: Complex Systems and Time Series Analysis

Subfield: Economics and Econometrics

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1991361120

FWCI: 2.688

Cites: 9

Cited by: 18

Related to: 10