Small sample properties of alternative tests for martingale difference hypothesis
author: Charles Amélie; Olivier Darné; Jae H. Kim
| Year of publication: |
2010
|
|---|---|
| Authors: | Amélie, Charles ; Darné, Olivier ; Kim, Jae H. |
| Publisher: |
Bundoora, Victoria : La Trobe Univ., School of Economics and Finance |
| Subject: | Martingal | Martingale | Statistischer Test | Statistical test | Bootstrap-Verfahren | Bootstrap approach | Monte-Carlo-Simulation | Monte Carlo simulation | Theorie | Theory |
freely available
| Extent: | Online-Ressource (10, [2] S., 218.6 Kb) |
|---|---|
| Series: | Working paper / La Trobe University, School of Economics and Finance. - Bundoora, Victoria, ISSN 1837-2198, ZDB-ID 2678793-3. - Vol. 2010,7 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| ISBN: | 978-0-9870589-1-1 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009579698