A new test of the martingale difference hypothesis

Studies in Nonlinear Dynamics and Econometrics

Volumn 8, Issue 4, 2004, Pages

  Kuan, Chung Ming ^a   Lee, Wei Ming ^b  

^a ACADEMIA SINICA   (Taiwan)

^b NATIONAL CHUNG CHENG UNIVERSITY   (Taiwan)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 14744287113     PISSN: 15583708     EISSN: 10811826     Source Type: Journal    
DOI: 10.2202/1558-3708.1191     Document Type: Article

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