On the validity of conventional statistical tests given evidence of nonsynchronous trading and nonlinear dynamics in returns generating process : a further note
Year of publication: |
2009
|
---|---|
Authors: | Lim, Kian-Ping ; Brooks, Robert |
Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 16.2009, 4/6, p. 649-652
|
Subject: | Theorie | Theory | Statistischer Test | Statistical test | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation |
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