Testing the Markov property with high frequency data
| Year of publication: |
2007
|
|---|---|
| Authors: | Amaro de Matos, Joao ; Fernandes, Marcelo |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 141.2007, 1, p. 44-64
|
| Publisher: |
Elsevier |