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Wild bootstrapping variance ratio tests - MaRDI portal

Wild bootstrapping variance ratio tests (Q1929375)

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scientific article; zbMATH DE number 6123361
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English
Wild bootstrapping variance ratio tests
scientific article; zbMATH DE number 6123361

    Statements

    title
    Wild bootstrapping variance ratio tests (English)
    0 references
    author
    Yanyan Li
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    publication date
    8 January 2013
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    zbMATH Keywords
    conditional heteroskedasticity
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    market efficiency
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    Monte Carlo experiment
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    wild bootstrap
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    Identifiers

    zbMATH DE Number
    6123361
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    OpenAlex ID
    W2084130597
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