Testing the Markov property with high frequency data
Year of publication: |
2007
|
---|---|
Authors: | Amaro de Matos, Joao ; Fernandes, Marcelo |
Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 141.2007, 1, p. 44-64
|
Publisher: |
Elsevier |
Saved in:
Online Resource
Saved in favorites
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