Testing the Markov property with high frequency data
| Year of publication: |
2007
|
|---|---|
| Authors: | Amaro de Matos, João ; Fernandes, Marcelo |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 141.2007, 1, p. 44-64
|