Testing the Markov Property with High Frequency Data

AuthID
P-00H-B6P
2
Author(s)
Fernandes, M
Document Type
Article
Year published
2007
Published
in Journal of Econometrics, ISSN: 0304-4076
Volume: 141, Issue: 1, Pages: 44-64
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ISSN: 0304-4076
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