Martingale difference hypothesis

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Testing the Martingale Difference Hypothesis (MDH) with Structural Breaks: Evidence from Foreign Exchanges of Nigeria and South Africa

Journal of African Business, 2016
This study tests for MDH in two prominent foreign exchange (FX) markets in Africa, Nigeria and South Africa using three benchmark currencies (euro, dollar and pound sterling). Data utilized cover time series closing rate data set of five-day weekly frequency spanning December 14, 2001 to September 26, 2014.
Afees A. Salisu, Taofeek O. Ayinde
openaire +1 more source

Panel unit root testing and the martingale difference hypothesis for German stocks [PDF]

Economics Bulletin, 2009
Several panel unit root tests based on different ways to account for cross-unit dependence are reviewed. The note then illustrates the tests by checking whether the martingale difference hypothesis is appropriate for stock prices on the German stock market: according to the martingale difference hypothesis, logarithmized stock prices follow an ...
openaire

Infrared Difference Spectroscopy of Proteins: From Bands to Bonds

Chemical Reviews, 2020
Víctor A Lórenz-Fonfría
exaly

Association of a difference in systolic blood pressure between arms with vascular disease and mortality: a systematic review and meta-analysis

Lancet, The, 2012
Christopher E Clark, Rodney Taylor
exaly

An Automatic MDDM-Based Test for Martingale Difference Hypothesis

Statistica Sinica
Chenglong Zhong, Guochang Wang
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Testing the martingale difference hypothesis for the Nordic power derivatives market

The Journal of Energy Markets, 2013
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How much should we trust staggered difference-in-differences estimates?

Journal of Financial Economics, 2022
exaly

Increased Bioelectric Potential Difference across Respiratory Epithelia in Cystic Fibrosis

New England Journal of Medicine, 1981
Michael Knowles, Richard Boucher
exaly