Parametric and non-parametric approaches in evaluating martingale hypothesis of energy spot markets (Q652875)
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scientific article; zbMATH DE number 5989131
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| English | Parametric and non-parametric approaches in evaluating martingale hypothesis of energy spot markets |
scientific article; zbMATH DE number 5989131 |
Statements
Parametric and non-parametric approaches in evaluating martingale hypothesis of energy spot markets (English)
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18 December 2011
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energy spot markets
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martingale process
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variance ratio test
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structural break
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financial time series
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0.6835702061653137
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0.6753630638122559
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0.653089165687561
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0.6527407765388489
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0.649712085723877
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