An Information-Theoretic Test for Dependence with an Application to the Temporal Structure of Stock Returns Galen Sher Pedro Vitória∗† University of Oxford

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Date: 2015-09-19 13:22:45		An Information-Theoretic Test for Dependence with an Application to the Temporal Structure of Stock Returns Galen Sher Pedro Vitória∗† University of Oxford Add to Reading List Source URL: comp-econ.org Download Document from Source Website File Size: 2,20 MB Share Document on Facebook