Testing the Markov property with high frequency data
Jo~ao Amaro de Matos, Marcelo Fernandes
| Year of publication: |
2007
|
|---|---|
| Authors: | Matos, João Amaro de ; Fernandes, Marcelo |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 141.2007, 1, p. 44-64
|
| Subject: | Geld-Brief-Spanne | Bid-ask spread | Nichtparametrisches Verfahren | Nonparametric statistics | Statistischer Test | Statistical test |
| 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://www.econbiz.de/10003571253