Proceedings of the ISCIE International Symposium on Stochastic Systems Theory and its Applications
Online ISSN : 2188-4749
Print ISSN : 2188-4730
第41回ISCIE「確率システム理論と応用」国際シンポジウム(2009年11月, 神戸)
Around the Random Walk Hypothesis on Interest Rates
Jirô AkahoriNien-Lin Liu
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2010 年 2010 巻 p. 206-210

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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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