Testing the martingale difference hypothesis using integrated regression functions (Q1010571): Difference between revisions
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Revision as of 05:34, 12 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing the martingale difference hypothesis using integrated regression functions |
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Testing the martingale difference hypothesis using integrated regression functions (English)
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6 April 2009
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nonlinear time series
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martingale difference hypothesis
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empirical processes
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exchange rates
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