Small sample properties of alternative tests for martingale difference hypothesis
Amélie Charles; Olivier Darné; Jae H. Kim
| 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 717210-2. - Vol. 110.2011, 2, p. 151-154
|
| Subject: | Theorie | Theory | Statistischer Test | Statistical test | Martingal | Martingale | Bootstrap-Verfahren | Bootstrap approach | Monte-Carlo-Simulation | Monte Carlo simulation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10009241666