Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis [An article from: Journal of Econometrics]

Name: Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis [An article from: Journal of Econometrics]
Author: T.E. Clark, K.D. West
ISBN: 978B000P6XMF6

Author T.E. Clark, K.D. West

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Book Details

Author(s)T.E. Clark, K.D. West

ISBN / ASINB000P6XMFO

ISBN-13978B000P6XMF6

MarketplaceGermany 🇩🇪