Size and power properties of tests of the martingale difference hypothesis : a Monte Carlo study
Lijun Fan and Terence C. Mills
| Year of publication: |
2009
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|---|---|
| Authors: | Fan, Lijun ; Mills, Terence C. |
| Published in: |
International journal of computational economics and econometrics. - Genève [u.a.] : Inderscience Enterprises, ISSN 1757-1170, ZDB-ID 2550146-X. - Vol. 1.2009, 1, p. 48-63
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| Subject: | Theorie | Theory | Martingal | Martingale | Monte-Carlo-Simulation | Monte Carlo simulation | Statistischer Test | Statistical test |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003984921