An out-of-sample, nonparametric test of the martingale difference hypothesis (Q2767967)
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scientific article; zbMATH DE number 1698846
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An out-of-sample, nonparametric test of the martingale difference hypothesis |
scientific article; zbMATH DE number 1698846 |
Statements
7 April 2002
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An out-of-sample, nonparametric test of the martingale difference hypothesis (English)
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