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Randomness of returns of selected financial time series
This article deals with issues of testing randomness of returns of selected financial time series. Four tests for randomness have been applied, namely runs test above and below the median, runs test up and down,
BB - Aplikovaná statistika, operační výzkum
- 2007 •
- D
Rok uplatnění
D - Stať ve sborníku
Autocorrelation testing of the asset returns
reviews some basic models and tests such as: graphical test, Durbin-Watson test, an asymptotic test, the runs test, Box-Ljung test and the Breusch-Godfrey test of highe...
AH - Ekonomie
- 2004 •
- D
Rok uplatnění
D - Stať ve sborníku
Using of correlation and distribution tests for efficiency testing of the Czech capital market
the weak-form of efficiency with the help of various tests. We have used some basic methods for our analysis: the autocorrelation coefficient, the Ljung-Box test and selected tests of normality -- some cl...
AH - Ekonomie
- 2009 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
Verifying the weak form of the efficient market hypothesis in the central Europe stock markets
to selected classical and robust normality tests, the Ljung-Box portmanteau test was alsoThis paper deals with efficiency testing in the Central Europe stock markets, in this paper we test a weak...
BB - Aplikovaná statistika, operační výzkum
- 2011 •
- D
Rok uplatnění
D - Stať ve sborníku
WEAK FORM MARKET EFFICIENCY HYPOTHESIS TESTING - AUTOCORRELATION ANALYSIS AND UNIT ROOT TEST
. The evidence to date on market efficiency is mixed. This paper deals with testing the weak was further divided into shorter periods. Autocorrelation analysis and unit root tests signs of the weak form of efficiency. Unit root ...
Applied Economics, Econometrics
- 2021 •
- D •
- Link
Rok uplatnění
D - Stať ve sborníku
Výsledek na webu
Measuring box for the testing of the On-Board-Units in the different climate conditions
The measuring box for the testing of the On-Board-Units was developed with respects to separation of the uplink and downlink. The inside box walls are cover by the absorption material in order to suppress the standing waves...
JB - Senzory, čidla, měření a regulace
- 2011 •
- Gprot
Rok uplatnění
Gprot - Prototyp
Test Box for constructions of subsoil
The department of Railway constructions (Faculty of Civil Engineering CTU) has been developing a test box for subsoil since 2000.
JO - Pozemní dopravní systémy a zařízení
- 2013 •
- O
Rok uplatnění
O - Ostatní výsledky
Sound - insulating properties test box
A test box useful for evaluation of sound - insulating properties of material specimens, e.g. samples of sound - proof walls, etc.
JB - Senzory, čidla, měření a regulace
- 2012 •
- Gfunk •
- Link
Rok uplatnění
Gfunk - Funkční vzorek
Výsledek na webu
Test version of the battery box for driving tests
An evolutionary test version of a functional sample of a self-supporting battery box for driving tests has been developed. The battery box has a self electronics. For testing purposes, it was equipped with...
Electrical and electronic engineering
- 2020 •
- Gfunk
Rok uplatnění
Gfunk - Funkční vzorek
Function sample of heating box for testing of photovoltaic modules
-temperature testing of photovoltaic modules. The function sample has been developed in the framework of FR-TI1/255 project. The instrument forms a heating box with internal dimensions suitable for placing of tested photovo...
JS - Řízení spolehlivosti a kvality, zkušebnictví
- 2012 •
- Gfunk
Rok uplatnění
Gfunk - Funkční vzorek
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