A deep learning test of the martingale difference hypothesis
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More about this item
Keywords
Martingale difference hypothesis; Convolutional network; Variance ratio test; Portmanteau test; Exchange rates.;All these keywords.
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BIG-2025-04-28 (Big Data)
- NEP-CMP-2025-04-28 (Computational Economics)
- NEP-ECM-2025-04-28 (Econometrics)
- NEP-ETS-2025-04-28 (Econometric Time Series)
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