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Rank-based extensions of the Brock, Dechert, and Schinkman test
Genest, Christian
;
Ghoudi, Kilani
;
Rémillard, Bruno
- In:
Journal of the American Statistical Association : JASA
102
(
2007
)
480
,
pp. 1363-1376
Persistent link: https://www.econbiz.de/10003625985
Saved in:
2
Rank-Based Extensions of the Brock, Dechert, and Scheinkman Test
Genest, Christian
;
Ghoudi, Kilani
;
Rémillard, Bruno
- In:
Journal of the American Statistical Association : JASA
102
(
2007
)
480
,
pp. 1363-1376
Persistent link: https://www.econbiz.de/10007897760
Saved in:
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