Exact non-parametric tests for a random walk with unknown drift under conditional heteroscedasticity

Author: Luger R.  

Publisher: Elsevier

ISSN: 0304-4076

Source: Journal of Econometrics, Vol.115, Iss.2, 2003-08, pp. : 259-276

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract