Parametric and non-parametric approaches in evaluating martingale hypothesis of energy spot markets (Q652875): Difference between revisions
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Revision as of 02:28, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parametric and non-parametric approaches in evaluating martingale hypothesis of energy spot markets |
scientific article |
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Parametric and non-parametric approaches in evaluating martingale hypothesis of energy spot markets (English)
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18 December 2011
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energy spot markets
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martingale process
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variance ratio test
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structural break
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financial time series
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