Open AccessA Simple Out-of-Sample Test for the Martingale Difference Hypothesis
Author(s) -
Pablo Pincheira
Publication year - 2013
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.2291192
Subject(s) - martingale difference sequence , mathematics , simple (philosophy) , statistics , econometrics , martingale (probability theory) , philosophy , epistemology
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