What is the meaning of Random Walk?

Random Walk is the financial theory that asserts that changes in price or rate time series are unpredictable. However, the theory recognizes that there is a statistical interdependency between the data. This non-random stickiness is sometimes referred to as autocorrelation or serial correlation.

4
 
|15 years ago|354 views|share |citing 
APABarry Goldsmith. (2010). random walk. Retrieved September 23, 2026, from http://smartdefine.org/random_walk/definitions/1161711
ChicagoBarry Goldsmith. 2010. "random walk" http://smartdefine.org/random_walk/definitions/1161711 (accessed September 23, 2026).
HarvardBarry Goldsmith 2010, random walk, Smart Define, viewed 23 September, 2026, <http://smartdefine.org/random_walk/definitions/1161711>.
MLABarry Goldsmith. "random walk" 21 October 2010. Web. 23 September 2026. <http://smartdefine.org/random_walk/definitions/1161711>
{ class="autoclick" }next definition (/)