Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis (Q291848)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis |
scientific article |
Statements
Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis (English)
0 references
10 June 2016
0 references
exchange rate
0 references
forecasting
0 references
causality
0 references
random walk
0 references
testing
0 references
efficient markets
0 references
