Wild bootstrapping variance ratio tests (Q1929375)
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scientific article; zbMATH DE number 6123361
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| English | Wild bootstrapping variance ratio tests |
scientific article; zbMATH DE number 6123361 |
Statements
Wild bootstrapping variance ratio tests (English)
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8 January 2013
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conditional heteroskedasticity
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market efficiency
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Monte Carlo experiment
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wild bootstrap
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0.8223221302032471
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0.8013087511062622
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0.8013087511062622
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0.7986880540847778
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0.7957720756530762
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