An out-of-sample, nonparametric test of the martingale difference hypothesis (Q2767967)
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scientific article; zbMATH DE number 1698846
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| English | An out-of-sample, nonparametric test of the martingale difference hypothesis |
scientific article; zbMATH DE number 1698846 |
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7 April 2002
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An out-of-sample, nonparametric test of the martingale difference hypothesis (English)
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0.8651477098464966
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0.8201483488082886
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0.8175791501998901
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0.8175791501998901
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0.807930588722229
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