Christoffersen, Peter; Berkowitz, Jeremy; Pelletier, Denis - School of Economics and Management, University of Aarhus - 2008
School of Economics and Management
Aarhus University
Bartholins Allé 10, Building 1322, DK-8000 Aarhus C
Denmark … and the Edwin Gill Research Grant.
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Address correspondence to: Denis Pelletier, Department of Economics, College of … violations form a martingale difference sequence. The martingale hypothesis has a long and
distinguished history in economics …