Testing the martingale difference hypothesis using integrated regression functions
Year of publication: |
2006
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Authors: | Escanciano, J. Carlos ; Velasco, Carlos |
Published in: |
Computational Statistics & Data Analysis. - Elsevier, ISSN 0167-9473. - Vol. 51.2006, 4, p. 2278-2294
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Publisher: |
Elsevier |
Saved in:
Online Resource
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