Small sample properties of alternative tests for martingale difference hypothesis
| Year of publication: |
2011
|
|---|---|
| Authors: | Charles, Amélie ; Darné, Olivier ; Kim, Jae H. |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 7172102. - Vol. 110.2011, 2, p. 151-155
|