Testing the Martingale Difference Hypothesis 

Authors: Manuel A. Domnguez ^a; Ignacio N. Lobato ^a

Affiliation:

a Instituto Tecnolgico Autnomo de Mxico, Mxico, D.F., Mexico

DOI: 10.1081/ETC-120025895

Publication Frequency: 6 issues per year

Published in: Econometric Reviews, Volume 22, Issue 4 January 2003 , pages 351 - 377

Subjects: Econometrics; Finance; Financial Mathematics; Statistics;

Formats available: HTML (English) : PDF (English)

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