Monte Carlo analysis of two spectral tests of the Martingale hypothesis

Authors
Lupi, Claudio
Citation
Claudio Lupi, Monte Carlo analysis of two spectral tests of the Martingale hypothesis, Journal of the italian statistical society, 5(3), 1996, pp. 335-360
Journal title
Journal of the italian statistical society
ISSN journal
11219130 → ACNP
Volume
5
Issue
3
Year of publication
1996
Pages
335 - 360
Database
ESSPER
SICI code
1121-9130(1996)5:3<335:MCAOTS>2.0.ZU;2-E