"An Information-Theoretic Test for Dependence with an Application to the ..."

Galen Sher, Pedro Vitoria (2013)

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DOI: —

access: open

type: Informal or Other Publication

metadata version: 2018-08-13

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  - electronic edition @ arxiv.org (open access)
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  dblp key:
  - journals/corr/abs-1304-0353
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  persistent URL:
  - https://dblp.org/rec/journals/corr/abs-1304-0353
Galen Sher, Pedro Vitoria:
An Information-Theoretic Test for Dependence with an Application to the Temporal Structure of Stock Returns. CoRR abs/1304.0353 (2013)

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