A Hausman test for Brownian motion
Year of publication: |
2007
|
---|---|
Authors: | Becker, Martin ; Friedmann, Ralph ; Klößner, Stefan ; Sanddorf-Köhle, Walter |
Published in: |
AStA Advances in Statistical Analysis. - Springer. - Vol. 91.2007, 1, p. 3-21
|
Publisher: |
Springer |
Subject: | Hausman test | Brownian process | High-Low-Prices |
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