Testing the Markov property with high frequency data (Q288343): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/j.jeconom.2007.01.007 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2026766978 / rank | |||
Normal rank | |||
Revision as of 14:19, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing the Markov property with high frequency data |
scientific article |
Statements
Testing the Markov property with high frequency data (English)
0 references
25 May 2016
0 references
bid-ask spread
0 references
conditional independence
0 references
duration
0 references
nonparametric testing
0 references
U-statistic
0 references
