Exact non-parametric tests for a random walk with unknown drift under conditional heteroscedasticity
By: by Richard Luger.
Contributors: Bank of Canada.
Series: Bank of Canada working paper -- 2001-2; 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.
Notes: "February 2001."

Includes bibliographical references (p. 17-20).

Includes abstract in French.