Navegação Ciências Exatas e da Terra por Assunto "Monotonicity tests"
Resultados 1-1 de 1
-
A robust test for monotonicity in asset returns
(2022) [Artigo de periódico]In this paper, we propose a robust test of monotonicity in asset returns that is valid under a general setting. We develop a test that allows for dependent data and is robust to conditional heteroskedasticity or heavy-tailed ...