Exact non-parametric tests for a random walk with unknown...

Exact non-parametric tests for a random walk with unknown drift under conditional heteroscedasticity

Richard Luger
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Volume:
115
Year:
2003
Language:
english
Pages:
18
DOI:
10.1016/s0304-4076(03)00097-6
File:
PDF, 175 KB
english, 2003
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