Papers with John
9 Pages Posted: 28 Jul 2015
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: 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
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Papers with John
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