Testing the Martingale Difference Hypothesis Using Integrated Regression Functions.
Keywords: 
Materias Investigacion::Economía y Empresa
Issue Date: 
2006
Publisher: 
Elsevier
ISSN: 
0167-9473
Citation: 
Escanciano, Juan Carlos; Velasco, Carlos. Testing the Martingale Difference Hypothesis Using Integrated Regression Functions. Computational Statistics and Data Analysis, 2006, vol. 51 (4), pp. 2278-2294.

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6..pdf
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328,98 kB
Format: 
Adobe PDF


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