Shrinkage based tests of the martingale difference hypothesis
Pablo Pincheira
| Year of publication: |
2006
|
|---|---|
| Authors: | Pincheira, Pablo |
| Publisher: |
[Santiago de Chile] |
| Subject: | Martingal | Martingale |
| Extent: | 44 S. graph. Darst. |
|---|---|
| Series: | Documentos de trabajo / Banco Central de Chile. - Santiago, ZDB-ID 2247564-3. - Vol. 376 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Zsfassung in span. Sprache Internetausg.: http://www.bcentral.cl/estudios/documentos-trabajo/pdf/dtbc376.pdf |
| Source: | ECONIS - Online Catalogue of the ZBW |
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