M
Melvin J. Hinich
Researcher at University of Texas at Austin
Publications - 218
Citations - 11424
Melvin J. Hinich is an academic researcher from University of Texas at Austin. The author has contributed to research in topics: Bispectrum & Estimator. The author has an hindex of 49, co-authored 218 publications receiving 11033 citations. Previous affiliations of Melvin J. Hinich include Virginia Tech & Elsevier.
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Testing for the Existence of a Generalized Wiener Process- the Case of Stock Prices
TL;DR: In this article, the authors present two nonparametric trispectrum based tests for testing the hypothesis that an observed time series was generated by what they call a generalized Wiener process (GWP).