Optimal Range for the iid Test Based on Integration Across the Correlation Integral
Year of publication: |
2005
|
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Authors: | Kocenda, Evzen ; Briatka, Lubos |
Published in: |
Econometric Reviews. - Taylor & Francis Journals, ISSN 0747-4938. - Vol. 24.2005, 3, p. 265-296
|
Publisher: |
Taylor & Francis Journals |
Subject: | Chaos | Correlation integral | High-frequency economic and financial data | Monte Carlo | Nonlinear dynamics | Power tests | Single-blind competition |
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Kocenda, Evzen, (2004)
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Briatka, Lubos, (2006)
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Kocenda, Evzen, (2004)
- More ...
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Kocenda, Evzen, (2004)
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Optimal Range for the iid Test Based on Integration Across the Correlation Integral
Kocenda, Evzen, (2005)
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Kocenda, Evzen, (2004)
- More ...