Generalized spectral tests for the martingale difference hypothesis (Q278047)
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scientific article; zbMATH DE number 6575847
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Generalized spectral tests for the martingale difference hypothesis |
scientific article; zbMATH DE number 6575847 |
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Generalized spectral tests for the martingale difference hypothesis (English)
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2 May 2016
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martingale difference hypothesis
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Hilbert spaces
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generalized spectral distribution
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characteristic function
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S\&P 500 stock index
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exchange rates
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0.876629650592804
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0.8753560185432434
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0.8753560185432434
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0.8748699426651001
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0.8595155477523804
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