A nonparametric approach to test for predictability
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Publication:1672705
DOI10.1016/j.econlet.2016.09.006zbMath1400.62334OpenAlexW2521824071MaRDI QIDQ1672705
Zhiyuan Pan, Yudong Wang, Chongfeng Wu
Publication date: 11 September 2018
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.econlet.2016.09.006
Applications of statistics to economics (62P20) Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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