Spectral tests of the martingale hypothesis under conditional heteroscedasticity
Rohit S. Deo
| Year of publication: |
2000
|
|---|---|
| Authors: | Deo, Rohit S. |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 99.2000, 2, p. 291-315
|
| Subject: | Theorie | Theory | Martingal | Martingale | Statistische Verteilung | Statistical distribution |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Journal of econometrics |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001511972