Статті в журналах з теми "Martingale difference hypothesis"
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Domínguez, Manuel A., and Ignacio N. Lobato. "Testing the Martingale Difference Hypothesis." Econometric Reviews 22, no. 4 (January 12, 2003): 351–77. http://dx.doi.org/10.1081/etc-120025895.
Повний текст джерелаTuyên, Lục Trí. "ON THE TESTING MULTI-VALUED MARTINGALE DIFFERENCE HYPOTHESIS." Journal of Computer Science and Cybernetics 34, no. 3 (December 5, 2018): 233–48. http://dx.doi.org/10.15625/1813-9663/34/3/13164.
Повний текст джерелаEscanciano, J. Carlos, and Carlos Velasco. "Generalized spectral tests for the martingale difference hypothesis." Journal of Econometrics 134, no. 1 (September 2006): 151–85. http://dx.doi.org/10.1016/j.jeconom.2005.06.019.
Повний текст джерелаStoica, George. "Davis-type theorems for martingale difference sequences." Journal of Applied Mathematics and Stochastic Analysis 2005, no. 2 (January 1, 2005): 159–65. http://dx.doi.org/10.1155/jamsa.2005.159.
Повний текст джерелаEscanciano, J. Carlos, and Carlos Velasco. "Testing the martingale difference hypothesis using integrated regression functions." Computational Statistics & Data Analysis 51, no. 4 (December 2006): 2278–94. http://dx.doi.org/10.1016/j.csda.2006.07.039.
Повний текст джерелаEscanciano, Juan Carlos, and Silvia Mayoral. "Data-driven smooth tests for the martingale difference hypothesis." Computational Statistics & Data Analysis 54, no. 8 (August 2010): 1983–98. http://dx.doi.org/10.1016/j.csda.2010.02.023.
Повний текст джерелаCharles, Amélie, Olivier Darné, and Jessica Fouilloux. "Testing the martingale difference hypothesis in CO2 emission allowances." Economic Modelling 28, no. 1-2 (January 2011): 27–35. http://dx.doi.org/10.1016/j.econmod.2010.10.003.
Повний текст джерелаCharles, Amélie, Olivier Darné, and Jae H. Kim. "Small sample properties of alternative tests for martingale difference hypothesis." Economics Letters 110, no. 2 (February 2011): 151–54. http://dx.doi.org/10.1016/j.econlet.2010.11.018.
Повний текст джерелаVeka, Steinar. "Testing the martingale difference hypothesis for the Nordic power derivatives market." Journal of Energy Markets 6, no. 2 (June 2013): 141–57. http://dx.doi.org/10.21314/jem.2013.091.
Повний текст джерелаKapetanios, George, and Andrew P. Blake. "TESTS OF THE MARTINGALE DIFFERENCE HYPOTHESIS USING BOOSTING AND RBF NEURAL NETWORK APPROXIMATIONS." Econometric Theory 26, no. 5 (February 17, 2010): 1363–97. http://dx.doi.org/10.1017/s0266466609990612.
Повний текст джерелаChiş, Diana-Maria. "Testing the Martingale Difference Hypothesis in the European Emerging Unit-linked Insurance Markets." Procedia Economics and Finance 3 (2012): 49–54. http://dx.doi.org/10.1016/s2212-5671(12)00119-0.
Повний текст джерелаClark, Todd E., and Kenneth D. West. "Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis." Journal of Econometrics 135, no. 1-2 (November 2006): 155–86. http://dx.doi.org/10.1016/j.jeconom.2005.07.014.
Повний текст джерелаLazăr, Dorina, Alexandru Todea, and Diana Filip. "Martingale difference hypothesis and financial crisis: Empirical evidence from European emerging foreign exchange markets." Economic Systems 36, no. 3 (September 2012): 338–50. http://dx.doi.org/10.1016/j.ecosys.2012.02.002.
Повний текст джерелаFan, Lijun, and Terence C. Mills. "Size and power properties of tests of the martingale difference hypothesis: a Monte Carlo study." International Journal of Computational Economics and Econometrics 1, no. 1 (2009): 48. http://dx.doi.org/10.1504/ijcee.2009.029152.
Повний текст джерелаSalisu, Afees A., Tirimisiyu F. Oloko, and Oluwatomisin J. Oyewole. "Testing for martingale difference hypothesis with structural breaks: Evidence from Asia–Pacific foreign exchange markets." Borsa Istanbul Review 16, no. 4 (December 2016): 210–18. http://dx.doi.org/10.1016/j.bir.2016.09.001.
Повний текст джерелаKumar, Dilip, and Srinivasan Maheswaran. "Are major global stock markets efficient? An application of the martingale difference hypothesis with wild bootstrap." American J. of Finance and Accounting 3, no. 2/3/4 (2014): 217. http://dx.doi.org/10.1504/ajfa.2014.060818.
Повний текст джерелаSalisu, Afees A., and Taofeek O. Ayinde. "Testing the Martingale Difference Hypothesis (MDH) with Structural Breaks: Evidence from Foreign Exchanges of Nigeria and South Africa." Journal of African Business 17, no. 3 (June 6, 2016): 342–59. http://dx.doi.org/10.1080/15228916.2016.1183274.
Повний текст джерелаLobato, I. N., John C. Nankervis, and N. E. Savin. "TESTING FOR ZERO AUTOCORRELATION IN THE PRESENCE OF STATISTICAL DEPENDENCE." Econometric Theory 18, no. 3 (May 15, 2002): 730–43. http://dx.doi.org/10.1017/s0266466602183083.
Повний текст джерелаEscanciano, J. Carlos. "ON THE LACK OF POWER OF OMNIBUS SPECIFICATION TESTS." Econometric Theory 25, no. 1 (February 2009): 162–94. http://dx.doi.org/10.1017/s0266466608090051.
Повний текст джерелаShehryar, Muhammad, Qamar Abbas, Muhammad Nouman Anser, and Kashif Raza. "The Puzzle of Informational Efficiency & Macroeconomic Variables: A Comparative Evidence in Shari’ah Stock Markets of Pakistan viz-a-viz Malaysia." iRASD Journal of Economics 4, no. 1 (March 20, 2022): 38–54. http://dx.doi.org/10.52131/joe.2022.0401.0059.
Повний текст джерелаLeitch, Robert A., and Yining Chen. "The Effectiveness of Expectation Models in Recognizing Error Patterns and Generating and Eliminating Hypotheses While Conducting Analytical Procedures." AUDITING: A Journal of Practice & Theory 22, no. 2 (September 1, 2003): 147–70. http://dx.doi.org/10.2308/aud.2003.22.2.147.
Повний текст джерелаChang, Bishart. "Are gold markets weak form efficient? Evidence from China, India and Russia." Sukkur IBA Journal of Management and Business 5, no. 1 (July 4, 2018): 52. http://dx.doi.org/10.30537/sijmb.v5i1.189.
Повний текст джерелаChang, Jinyuan, Qing Jiang, and Xiaofeng Shao. "Testing the martingale difference hypothesis in high dimension." Journal of Econometrics, October 2022. http://dx.doi.org/10.1016/j.jeconom.2022.09.001.
Повний текст джерелаKuan, Chung-Ming, and Wei-Ming Lee. "A New Test of the Martingale Difference Hypothesis." Studies in Nonlinear Dynamics & Econometrics 8, no. 4 (January 1, 2004). http://dx.doi.org/10.2202/1558-3708.1191.
Повний текст джерелаPincheira, Pablo M. "Shrinkage Based Tests of the Martingale Difference Hypothesis." SSRN Electronic Journal, 2006. http://dx.doi.org/10.2139/ssrn.2047496.
Повний текст джерелаWang, Guochang, Ke Zhu, and Xiaofeng Shao. "Testing for the Martingale Difference Hypothesis in Multivariate Time Series Models." Journal of Business & Economic Statistics, March 22, 2021, 1–15. http://dx.doi.org/10.1080/07350015.2021.1889568.
Повний текст джерелаPincheira, Pablo M. "A Simple Out-of-Sample Test for the Martingale Difference Hypothesis." SSRN Electronic Journal, 2013. http://dx.doi.org/10.2139/ssrn.2291192.
Повний текст джерелаClark, Todd E., and Kenneth D. West. "Using Out-of-Sample Mean Squared Prediction Errors to Test the Martingale Difference Hypothesis." SSRN Electronic Journal, 2004. http://dx.doi.org/10.2139/ssrn.557101.
Повний текст джерелаPandey, Richa, and V. Mary Jessica. "Evolution of the housing market under the framework of adaptive market hypothesis and martingale difference hypothesis: a case of India." Property Management ahead-of-print, ahead-of-print (July 6, 2021). http://dx.doi.org/10.1108/pm-11-2020-0075.
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