Testing the Martingale Hypothesis
Year of publication: |
2013-09
|
---|---|
Authors: | Phillips, Peter C.B. ; Jin, Sainan |
Institutions: | Cowles Foundation for Research in Economics, Yale University |
Subject: | Brownian functional | Martingale hypothesis | Kolmogorov-Smirnov test | Cramer-von Mises test | Explosive process | Exchange rates |
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