Exact non-parametric tests for a random walk with unknown drift under conditional heteroscedasticity
By: by Richard Luger.
Contributors: Bank of Canada.
Series: Working paper (Bank of Canada) -- 2001-2
Publisher: Bank of Canada
Published: 2001
Place of publication: Ottawa, Ont
Language: eng
Number of pages: 25
Subjects: Heteroscedasticity.; Random walks (Mathematics); Foreign exchange rates -- Econometric models.; Time-series analysis.
Notes: "February 2001."

Bibliogr.

Includes abstract in French.

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