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~person:"Coutts, J. Andrew"
~person:"Fan, Lijun"
~person:"Markellos, Raphael N."
~subject:"Statistischer Test"
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International journal of computational economics and econometrics
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Size and power properties of tests of the martingale difference hypothesis : a Monte Carlo study
Fan, Lijun
;
Mills, Terence C.
- In:
International journal of computational economics and …
1
(
2009
)
1
,
pp. 48-63
Persistent link: https://www.econbiz.de/10003984921
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