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Search: subject:"martingale difference"
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Martingale
21
Martingal
20
martingale difference
13
Efficient market hypothesis
11
Effizienzmarkthypothese
11
Martingale difference hypothesis
10
Estimation theory
9
Martingale difference
9
Schätztheorie
9
Estimation
8
Schätzung
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Statistical test
8
Statistischer Test
8
Theorie
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Theory
8
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7
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6
Time series analysis
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Zeitreihenanalyse
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martingale difference hypothesis
6
Forecasting model
5
Prognoseverfahren
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Räumliche Interaktion
5
Spatial interaction
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Adaptive markets hypothesis
4
Aktienmarkt
4
Bootstrap approach
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Bootstrap-Verfahren
4
Capital income
4
Financial economics
4
Kapitaleinkommen
4
Kapitalmarkttheorie
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Market efficiency
4
Martingale difference sequence
4
Spatial effects
4
Stock market
4
market efficiency
4
martingale difference sequence
4
Adjusted quasi score
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Bitcoin
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19
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English
33
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Charles, Amélie
8
Darné, Olivier
8
Kim, Jae H.
7
Yang, Zhenlin
6
Al-Khazali, Osamah M.
3
Baltagi, Badi H.
3
Ibragimov, Rustam
3
Kuan, Chung-Ming
3
Lee, Wei-Ming
3
Pirotte, Alain
3
Blake, Andrew P.
2
Boutahar, Mohamed
2
Brown, Donald J.
2
Deniau, Claude
2
Kapetanios, George
2
Kim, Daewon
2
Kumar, Dilip
2
Leduc, Guillaume
2
Li, Jia
2
Li, Liyao
2
Liao, Zhipeng
2
Maheswaran, Srinivasan
2
Pyun, Chong Soo
2
Redor, Etienne
2
Yao, Qiwei
2
Zhu, Ke
2
Al-Khazali, Osamah
1
Alsayed, Mohammad Saleh
1
Ames, Glena
1
Asamoah, Michael Effah
1
Ashby, Michael F.
1
Ayinde, Taofeek Olusola
1
Belaire-Franch, Jorge
1
Beran, Jan
1
Bracha, Anat
1
Brockwell, Peter J
1
Brockwell, Peter J.
1
Brown, Donald
1
Chan, Stephen
1
Chen, Min
1
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HAL
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London School of Economics (LSE)
2
Departamento de Economía, Universidad Carlos III de Madrid
1
Econometric Society
1
Economics Group, Nuffield College, University of Oxford
1
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1
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Journal of econometrics
4
Econometric reviews
3
Statistics & Probability Letters
3
Working Papers / HAL
3
Cowles Foundation Discussion Papers
2
Economics letters
2
International review of financial analysis
2
Journal of African business
2
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Metrika
2
Studies in Nonlinear Dynamics & Econometrics
2
American Journal of Finance and Accounting
1
American journal of finance and accounting
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1
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Economic Modelling
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1
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1
Economics Working Papers / Departamento de Economía, Universidad Carlos III de Madrid
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Global Finance Journal
1
IEAS Working Paper : academic research
1
IZA Discussion Papers
1
International Journal of Computational Economics and Econometrics
1
International Review of Economics & Finance
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International review of economics & finance : IREF
1
Janeway Institute working paper series
1
Journal of Econometrics
1
Journal of International Money and Finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
MPRA Paper
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Property management
1
Regional science & urban economics
1
Review of Quantitative Finance and Accounting
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RePEc
33
ECONIS (ZBW)
27
EconStor
2
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1
On the volatility and market inefficiency of Bitcoin during the COVID-19 pandemic
Rufino, Cesar C.
- In:
DLSU business & economics review
32
(
2023
)
2
,
pp. 23-32
Persistent link: https://www.econbiz.de/10014287859
Saved in:
2
Do consumption-based asset pricing models explain own-history predictability in stock market returns?
Ashby, Michael F.
;
Linton, Oliver
-
2022
Persistent link: https://www.econbiz.de/10013486082
Saved in:
3
Testing for the
martingale
difference
hypothesis in multivariate time series models
Wang, Guochang
;
Zhu, Ke
;
Shao, Xiaofeng
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 980-994
Persistent link: https://www.econbiz.de/10013539404
Saved in:
4
Feasible IV regression without excluded instruments
Tsyawo, Emmanuel Selorm
- In:
The econometrics journal
26
(
2023
)
2
,
pp. 235-256
Persistent link: https://www.econbiz.de/10014319347
Saved in:
5
Diagnostic Tests for Homoskedasticity in Spatial Cross-Sectional or Panel Models
Baltagi, Badi H.
;
Pirotte, Alain
;
Yang, Zhenlin
-
2020
, and then develop an Outer-Product-of-
Martingale-Difference
(OPMD) estimate of its variance. In standard problems where a …
Persistent link: https://www.econbiz.de/10012322602
Saved in:
6
Diagnostic tests for homoskedasticity in spatial cross-sectional or panel models
Baltagi, Badi H.
;
Pirotte, Alain
;
Yang, Zhenlin
-
2020
, and then develop an Outer-Product-of-
Martingale-Difference
(OPMD) estimate of its variance. In standard problems where a …
Persistent link: https://www.econbiz.de/10012305035
Saved in:
7
Evolution of the housing market under the framework of adaptive market hypothesis and
martingale
difference
hypothesis : a case of India
Pandey, Richa
;
Jessica, V. Mary
- In:
Property management
40
(
2022
)
1
,
pp. 17-28
Persistent link: https://www.econbiz.de/10013169931
Saved in:
8
Unified M-estimation of matrix exponential spatial dynamic panel specification
Yang, Ye
- In:
Econometric reviews
41
(
2022
)
7
,
pp. 729-748
Persistent link: https://www.econbiz.de/10013364904
Saved in:
9
On exchange rate predictability and adaptive market hypothesis in South Africa
Tweneboah, George
;
Asamoah, Michael Effah
;
Owusu …
- In:
Journal of African business
23
(
2022
)
4
,
pp. 984-1008
Persistent link: https://www.econbiz.de/10013417091
Saved in:
10
Uniform nonparametric series inference for dependent data with an application to the search and matching model
Li, Jia
;
Liao, Zhipeng
-
2018
size. The strong approximation is first proved for heterogeneous
martingale
difference
arrays and then extended to general …
Persistent link: https://www.econbiz.de/10012117544
Saved in:
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