Testing the Martingale Difference Hypothesis

Authors: Manuel A. Dom iacute

nguez ^a; Ignacio N. Lobato ^a

Affiliation:

^a Instituto Tecnol oacute

gico Aut

nomo de M

xico, M

xico, D.F., Mexico

DOI: 10.1081/ETC-120025895

Publication Frequency: 6 issues per year

Published in: journal

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

Subjects: Econometrics; Finance; Financial Mathematics; Statistics;

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