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Variance Ratio Test of Random Walk Hypothesis and a Calendar Spread Strategy for the WTI Oil Futures Market.
Yutong Yang
Published in:
ICIBE (2021)
Keyphrases
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random walk
futures market
markov chain
multi db
markov random walk
stationary distribution
transition probability matrix
directed graph
transition probabilities
graph laplacian
flow graph
spectral methods
data mining
search algorithm
short term
short run