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A monte carlo analysis of two spectral tests of the martingale hypothesis - MaRDI portal

A monte carlo analysis of two spectral tests of the martingale hypothesis (Q3598366)

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A monte carlo analysis of two spectral tests of the martingale hypothesis
scientific article

    Statements

    title
    A monte carlo analysis of two spectral tests of the martingale hypothesis (English)
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    author
    Claudio Lupi
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    publication date
    3 February 2009
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    zbMATH Keywords
    Monte Carlo
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    spectral tests
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    martingales
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    hypothesis testing
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    Identifiers

    DOI
    10.1007/BF02589095
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    zbMATH DE Number
    5501157
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