Testing the martingale difference hypothesis using integrated regression functions (Q1010571): Difference between revisions
From MaRDI portal
Changed an Item |
Changed an Item |
||
| Property / describes a project that uses | |||
| Property / describes a project that uses: quantilogram / rank | |||
Normal rank | |||
Revision as of 15:27, 29 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing the martingale difference hypothesis using integrated regression functions |
scientific article |
Statements
Testing the martingale difference hypothesis using integrated regression functions (English)
0 references
6 April 2009
0 references
nonlinear time series
0 references
martingale difference hypothesis
0 references
empirical processes
0 references
exchange rates
0 references
