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Research Details
Nonparametric Test for a Constant Beta between Ito Semimartingales based on High Frequency Data, Stochastic Processes and Their Applications
Type
Article
Author(s)
Markus Reiß, Viktor Todorov, George Tauchen
Date Published
2015
Citations
Reiß, Markus, Viktor Todorov, and George Tauchen. 2015. Nonparametric Test for a Constant Beta between Ito Semimartingales based on High Frequency Data. Stochastic Processes and Their Applications.: 2955-2988.
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