A hybrid joint moment ratio test for financial time series

P.A. Groenendijk, A. Lucas, C.G. de Vries

Research output: Working paper / Preprint › Working paper › Professional

Original language	English
Place of Publication	Amsterdam
Publisher	Faculteit der Economische Wetenschappen en Bedrijfskunde
Number of pages	42
Publication status	Published - 1998

Name	VU Research Memorandum
No.	RM 1998-47

Persistent URL (handle)

@techreport{3c334bc0df054465b70d81af792b7522,

title = "A hybrid joint moment ratio test for financial time series",

author = "P.A. Groenendijk and A. Lucas and {de Vries}, C.G.",

year = "1998",

language = "English",

series = "VU Research Memorandum",

publisher = "Faculteit der Economische Wetenschappen en Bedrijfskunde",

number = "RM 1998-47",

type = "WorkingPaper",

institution = "Faculteit der Economische Wetenschappen en Bedrijfskunde",

}