Small sample properties of non-parametric tests of the martingale hypothesis
Year of publication: |
2014
|
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Authors: | Kumar, Dilip ; Maheshwaran, S. |
Published in: |
Finance India : the quarterly journal of Indian Institute of Finance. - Greater Noida, UP : [Verlag nicht ermittelbar], ISSN 0970-3772, ZDB-ID 1130817-5. - Vol. 28.2014, 1, p. 17-36
|
Subject: | Martingal | Martingale | Nichtparametrisches Verfahren | Nonparametric statistics | Stichprobenerhebung | Sampling | Schätztheorie | Estimation theory |
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