Testing for Gaussianity and linearity via the bispectrum : an application to exchange rates
D. M. Nachane ; D. Ray
| Year of publication: |
1993
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| Authors: | Nachane, Dilip Madhukar ; Ray, D. |
| Published in: |
Journal of quantitative economics : journal of the Indian Econometric Society. - Mumbai, ISSN 0971-1554, ZDB-ID 12351702. - Vol. 9.1993, 1, p. 139-146
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| Type of publication: | Article |
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| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10009927172