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Testing the Markov property with high frequency data
Matos, João Amaro de
;
Fernandes, Marcelo
- In:
Journal of econometrics
141
(
2007
)
1
,
pp. 44-64
Persistent link: https://www.econbiz.de/10003571253
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Testing the Markov property with high frequency data
Amaro de Matos, João
;
Fernandes, Marcelo
- In:
Journal of econometrics
141
(
2007
)
1
,
pp. 44-64
Persistent link: https://www.econbiz.de/10007797066
Saved in:
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