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EFFICIENCY HYPOTHESIS [1 record]

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Record 1 1986-10-27

English

Subject field(s)
  • Econometrics
  • Statistical Methods
CONT

The efficiency hypothesis implies that the coefficient c and all d's are zero; if not, there is a predictable pattern in the forecast errors that has been ignored by the market.

French

Domaine(s)
  • Économétrie
  • Méthodes statistiques
CONT

L'hypothèse d'efficience implique que le coefficient c et tous les d sont nuls; sinon, les erreurs de prévision ont une tendance prévisible, dont le marché n'a pas tenu compte.

Spanish

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