Generalized spectral tests for the martingale difference hypothesis
Year of publication: |
2006
|
---|---|
Authors: | Escanciano, J. Carlos ; Velasco, Carlos |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 134.2006, 1, p. 151-185
|
Subject: | Martingal | Martingale | Statistische Verteilung | Statistical distribution |
-
Martingale densities for general asset prices
Schweizer, Martin, (1991)
-
Option pricing for symmetric Lévy returns with applications
Hamza, Kais, (2015)
-
Bollerslev, Tim, (2014)
- More ...
-
Specification tests of parametric dynamic conditional quantiles
Escanciano, J. Carlos, (2010)
-
Specification tests of parametric dynamic conditional quantiles
Escanciano, J. Carlos, (2010)
-
Generalized spectral tests for the martingale difference hypothesis
Escanciano, J. Carlos, (2006)
- More ...