Browsing Scientific Production by Author "Troster, Victor Emilio"
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A robust test for monotonicity in asset returns
Taufemback, Cleiton Guollo; Troster, Victor Emilio; Shahbaz, Muhammad (2022) [Journal article]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 ...