%0 Journal Article %1 AmarodeMatos2007 %A de Matos, Joao Amaro %A Fernandes, Marcelo %D 2007 %J Journal of Econometrics %K U-statistic %N 1 %P 44--64 %T Testing the Markov property with high frequency data %U http://www.sciencedirect.com/science/article/B6VC0-4N6FVH5-1/2/5494f2288c78b8896fe84cf598d5272e %V 141

@article{AmarodeMatos2007, added-at = {2008-04-21T22:02:42.000+0200}, author = {de Matos, Joao Amaro and Fernandes, Marcelo}, biburl = {https://www.bibsonomy.org/bibtex/2eb43cf68eca9c43796918f3afc346dea/smicha}, description = {Journal of Econometrics}, interhash = {7494fbc950125a2df653064375264d6d}, intrahash = {eb43cf68eca9c43796918f3afc346dea}, journal = {Journal of Econometrics}, keywords = {U-statistic}, month = Nov, number = 1, pages = {44--64}, timestamp = {2008-04-21T22:03:06.000+0200}, title = {Testing the Markov property with high frequency data}, url = {http://www.sciencedirect.com/science/article/B6VC0-4N6FVH5-1/2/5494f2288c78b8896fe84cf598d5272e}, volume = 141, year = 2007 }