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~language:"eng"
~person:"Fan, Lijun"
~person:"Markellos, Raphael N."
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Fan, Lijun
Markellos, Raphael N.
Mills, Terence C.
218
Crafts, Nicholas
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Harvey, David I.
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International journal of computational economics and econometrics
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Size and power properties of tests of the martingale difference hypothesis : a Monte Carlo study
Fan, Lijun
;
Mills, Terence C.
- In:
International journal of computational economics and …
1
(
2009
)
1
,
pp. 48-63
Persistent link: https://www.econbiz.de/10003984921
Saved in:
2
Size and power properties of tests of the martingale difference hypothesis : a Monte Carlo study
Fan, Lijun
;
Mills, Terence C.
- In:
International journal of computational economics and …
1
(
2009
)
1
,
pp. 48-63
Persistent link: https://www.econbiz.de/10009956289
Saved in:
3
The econometric modelling of financial time series
Mills, Terence C.
;
Markellos, Raphael N.
-
2008
-
3. ed.
Persistent link: https://www.econbiz.de/10004907864
Saved in:
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