Testing the Martingale Difference Hypothesis
Year of publication: |
2003
|
---|---|
Authors: | Dominguez, Manuel ; Lobato, Ignacio |
Published in: |
Econometric Reviews. - Taylor & Francis Journals, ISSN 0747-4938. - Vol. 22.2003, 4, p. 351-377
|
Publisher: |
Taylor & Francis Journals |
Subject: | Nonlinear dependence | Nonparametric | Correlation | Bootstrap |
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