A monte carlo analysis of two spectral tests of the martingale hypothesis (Q3598366)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A monte carlo analysis of two spectral tests of the martingale hypothesis |
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A monte carlo analysis of two spectral tests of the martingale hypothesis (English)
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3 February 2009
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Monte Carlo
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spectral tests
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martingales
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hypothesis testing
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