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Optimal range for the iid test based on integration across the correlation integral
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SYSNO ASEP 0024869 Document Type J - Journal Article R&D Document Type Journal Article Subsidiary J Ostatní články Title Optimal range for the iid test based on integration across the correlation integral Title Optimální rozsah pro test nezávislého a identického rozdělení, který je založený na integraci korelačních integrálů Author(s) Kočenda, Evžen (NHU-N) RID
Briatka, Ľuboš (NHU-N)Source Title Econometric Reviews. - : Taylor & Francis - ISSN 0747-4938
Roč. 24, č. 3 (2005), s. 265-296Number of pages 32 s. Publication form WWW - WWW Language eng - English Country US - United States Keywords chaos ; high-frequency economic and financial data ; Monte Carlo Subject RIV AH - Economics CEZ AV0Z70850503 - NHU-N (2005-2011) Annotation This paper builds on Kočenda (2001) and extends it in three ways. First, new intervals of the proximity parameter ε (over which the correlation integral is calculated) are specified. Workplace Economics Institute Contact Tomáš Pavela, pavela@cerge-ei.cz, Tel.: 224 005 122 Year of Publishing 2006
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