Alternative variance-ratio tests using ranks and signs
Jonathan H. Wright
| Year of publication: |
2000
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|---|---|
| Authors: | Wright, Jonathan H. |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 18.2000, 1, p. 1-9
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| Subject: | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Wechselkurs | Exchange rate | Varianzanalyse | Analysis of variance | Martingal | Martingale | Schätzung | Estimation | Kanada | Canada | Frankreich | France | Deutschland | Germany | Japan | Großbritannien | United Kingdom | 1974-1996 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Journal of business & economic statistics |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001441577