Papers with John

9 Pages Posted: 28 Jul 2015

See all articles by N. Eugene Savin

N. Eugene Savin

University of Iowa - Henry B. Tippie College of Business - Department of Economics

Date Written: September 2015

Abstract

This is a revision of a paper that I presented at the John Nankervis Memorial Conference in July 2013. The purposes are to describe the research produced jointly by John and I and to give some personal comments.

Keywords: Efficient markets, hypothesis testing, random walks, statistical independence, uncorrelatedness

Suggested Citation

Savin, Nathan Eugene, Papers with John (September 2015). Journal of Time Series Analysis, Vol. 36, Issue 5, pp. 663-671, 2015, Available at SSRN: https://ssrn.com/abstract=2636569 or http://dx.doi.org/10.1111/jtsa.12073

Nathan Eugene Savin (Contact Author)

University of Iowa - Henry B. Tippie College of Business - Department of Economics ( email )

108 Pappajohn Building
Iowa City, IA 52242
United States
319-335-0855 (Phone)

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