Small sample properties of alternative tests for martingale difference hypothesis
Year of publication: |
2011
|
---|---|
Authors: | Charles, Amélie ; Darné, Olivier ; Kim, Jae H. |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 110.2011, 2, p. 151-154
|
Subject: | Theorie | Theory | Martingal | Martingale | Statistischer Test | Statistical test | Bootstrap-Verfahren | Bootstrap approach | Monte-Carlo-Simulation | Monte Carlo simulation |
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