Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis (Q291848): Difference between revisions

@@ Property / Mathematics Subject Classification ID @@
+P20
@@ Property / Mathematics Subject Classification ID: 62P20 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+M10
@@ Property / Mathematics Subject Classification ID: 62M10 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+M20
@@ Property / Mathematics Subject Classification ID: 62M20 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+B84
@@ Property / Mathematics Subject Classification ID: 91B84 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6591850
@@ Property / zbMATH DE Number: 6591850 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+exchange rate
@@ Property / zbMATH Keywords: exchange rate / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+forecasting
@@ Property / zbMATH Keywords: forecasting / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+causality
@@ Property / zbMATH Keywords: causality / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+random walk
@@ Property / zbMATH Keywords: random walk / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+testing
@@ Property / zbMATH Keywords: testing / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+efficient markets
@@ Property / zbMATH Keywords: efficient markets / rank @@
+Normal rank

Revision as of 20:57, 27 June 2023