Journal Article

Nonparametric Test for a Constant Beta between Ito Semimartingales based on High Frequency Data

Stochastic Processes and Their Applications
Author(s)

Markus Reiß

Viktor Todorov

George Tauchen

Date Published: 2015
Citations: Reiß, Markus, Viktor Todorov, 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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