Granger causality and stopping times
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Publication:317155
DOI10.1007/s10986-016-9325-0zbMath1347.60046OpenAlexW2478518475MaRDI QIDQ317155
Dragana Valjarević, Ljiljana Petrović, Sladjana Dimitrijević
Publication date: 30 September 2016
Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10986-016-9325-0
Stopping times; optimal stopping problems; gambling theory (60G40) Martingales with continuous parameter (60G44) General theory of stochastic processes (60G07)
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Cites Work
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