Spectral tests of the martingale hypothesis under conditional heteroscedasticity
| Year of publication: |
2000
|
|---|---|
| Authors: | Deo, Rohit S. |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 99.2000, 2, p. 291-316
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