A monte carlo analysis of two spectral tests of the martingale hypothesis (Q3598366)
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scientific article; zbMATH DE number 5501157
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| English | A monte carlo analysis of two spectral tests of the martingale hypothesis |
scientific article; zbMATH DE number 5501157 |
Statements
A monte carlo analysis of two spectral tests of the martingale hypothesis (English)
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3 February 2009
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Monte Carlo
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spectral tests
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martingales
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hypothesis testing
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0.8809492588043213
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0.8622154593467712
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0.8489352464675903
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0.8304452896118164
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0.8185027837753296
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