Spectral Based Testing of the Martingale Hypothesis
Year of publication: |
[2007]
|
---|---|
Authors: | Durlauf, Steven |
Publisher: |
[2007]: [S.l.] : SSRN |
Subject: | Martingal | Martingale | Zeitreihenanalyse | Time series analysis | Statistischer Test | Statistical test |
Extent: | 1 Online-Ressource (34 p) |
---|---|
Series: | NBER Working Paper ; No. t0090 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 1992 erstellt |
Source: | ECONIS - Online Catalogue of the ZBW |
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