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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)

Viktor Todorov, George Tauchen

Date Published

2015

Citations

Todorov, Viktor, 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: 2955-2988.

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