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

Richard Luger

Journal of Econometrics, 2003, vol. 115, issue 2, 259-276

Date: 2003
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Citations: View citations in EconPapers (27)

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Working Paper: Exact Non-Parametric Tests for a Random Walk with Unknown Drift under Conditional Heteroscedasticity (2001)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:econom:v:115:y:2003:i:2:p:259-276

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