Bronius GrigelionisSpringerc2013
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Bian, Guorui, McAleer, Michael, Wong, Wing-KeungInstitute of Economic Research, Kyoto University2010-10KIER Discussion Paper736
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Ubukata, Masato, Oya, KosukeGraduate School of Economics and Osaka School of International Public Policy (OSIPP), Osaka University2008-03Discussion Papers In Economics And Business07-03-Rev.2
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- 件名test statistic market microstructure noise t...
- 一般注記.... We propose a test statistic for the depend...... us to another test statisticwhich is for si......rmances of the test statistics and autocovariance estimator...
Guorui, Bian, McAleer, Michael, Wong, Wing-Keung日本経済国際共同センター2009-09Discussion paper series. CIRJE-FCIRJE-F-662
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- 件名...tric test ties test statistics hypothesis testing JEL Class...