Journal article

An Improved Test for Continuous Local Martingales

David A Rolls, Owen D Jones

Communications in Statistics - Theory and Methods | TAYLOR & FRANCIS INC | Published : 2015

DOI: 10.1080/03610926.2013.788709

University of Melbourne Researchers

Keywords

Realized Volatility
2 Samples
Continuous Martingale Hypothesis
Science & Technology
Foreign Exchange
Crossing Tree
Population
Options
Statistics & Probability
Mathematics
Jump Diffusion Process
Hypothesis Testing
Hypothesis
High-Frequency Data
1st Passage Times
Time-Changed Brownian Motion
Physical Sciences