Testing the Martingale Difference Hypothesis

Testing the Martingale Difference Hypothesis

Domínguez, Manuel A., Lobato, Ignacio N.
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Volume:
22
Language:
english
Journal:
Econometric Reviews
DOI:
10.1081/ETC-120025895
Date:
January, 2003
File:
PDF, 242 KB
english, 2003
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