New Procedures for Testing Whether Stock Price Processes are Martingales
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Bibliographic InfoArticle provided by Society for Computational Economics in its journal Computational Economics.
Volume (Year): 37 (2011)
Issue (Month): 1 (January)
Betting strategy; Efficient market hypothesis (EMH); Game-theoretic probability; Sequential test;
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
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