%0 Journal Article %1 Clark2006 %A Clark, Todd E. %A West, Kenneth D. %D 2006 %J Journal of Econometrics %K Efficient markets %N 1-2 %P 155--186 %T Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis %U http://www.sciencedirect.com/science/article/B6VC0-4GXW95V-2/2/a364cb051d8b6b65a585b7240d17879b %V 135

@article{Clark2006, added-at = {2008-04-21T22:02:42.000+0200}, author = {Clark, Todd E. and West, Kenneth D.}, biburl = {https://www.bibsonomy.org/bibtex/2ac4901162e664cf8d34cd7ad05ef3d85/smicha}, description = {Journal of Econometrics}, interhash = {7170f1abc26b820610b16c279fd53047}, intrahash = {ac4901162e664cf8d34cd7ad05ef3d85}, journal = {Journal of Econometrics}, keywords = {Efficient markets}, month = {00}, number = {1-2}, pages = {155--186}, timestamp = {2008-04-21T22:03:35.000+0200}, title = {Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis}, url = {http://www.sciencedirect.com/science/article/B6VC0-4GXW95V-2/2/a364cb051d8b6b65a585b7240d17879b}, volume = 135, year = 2006 }