Proceedings of the ISCIE International Symposium on Stochastic Systems Theory and its Applications
Online ISSN : 2188-4749
Print ISSN : 2188-4730
The 41st ISCIE International Symposium on Stochastic Systems Theory and Its Applications (Nov. 2009, Kobe)
Around the Random Walk Hypothesis on Interest Rates
Jirô Akahori, Nien-Lin Liu
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2010 Volume 2010 Pages 206-210

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Abstract
This paper is a survey on the studies around the random walk hypothesis and related validity of principal component analysis done by the authors and their coworkers in recent years.
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© 2010 ISCIE Symposium on Stochastic Systems Theory and Its Applications
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