Journal Article
Nonparametric Test for a Constant Beta between Ito Semimartingales based on High Frequency Data
Stochastic Processes and Their Applications
Author(s)
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.