Exact non-parametric tests for a random walk with unknown drift under conditional heteroscedasticity
| Year of publication: |
2003
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|---|---|
| Authors: | Luger, Richard |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 115.2003, 2, p. 259-276
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