Testing the martingale difference hypothesis using integrated regression functions (Q1010571)
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scientific article; zbMATH DE number 5540559
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| English | Testing the martingale difference hypothesis using integrated regression functions |
scientific article; zbMATH DE number 5540559 |
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Testing the martingale difference hypothesis using integrated regression functions (English)
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6 April 2009
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nonlinear time series
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martingale difference hypothesis
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empirical processes
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exchange rates
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0.9071537
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0.89026886
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0.8870945
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0.8861753
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0.8856643
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0.88447917
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0.8807334
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0.8696155
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