Testing the Markov property with high frequency data (Q288343)
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scientific article; zbMATH DE number 6584645
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| default for all languages | No label defined |
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| English | Testing the Markov property with high frequency data |
scientific article; zbMATH DE number 6584645 |
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Testing the Markov property with high frequency data (English)
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25 May 2016
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bid-ask spread
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conditional independence
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duration
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nonparametric testing
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U-statistic
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0.7955487966537476
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0.7730796337127686
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0.7473268508911133
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0.7395069003105164
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