A test of the martingale hypothesis
Joon Y. Park and Joon-Jae Whang
| Year of publication: |
3 Sept. 2004
|
|---|---|
| Other Persons: | Park, Joon Y. (contributor) ; Whang, Joon-Jae (contributor) |
| Publisher: |
Houston, Tex. : Rice Economics |
| Subject: | Statistischer Test | Statistical test | Zeitreihenanalyse | Time series analysis | Martingal | Martingale |
| Extent: | Online-Ressource, 28 S., Text graph. Darst. |
|---|---|
| Series: | Working papers / Rice Economics. - Houston, Tex., ZDB-ID 2219204-9. - Vol. 2004,11 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003273669