THE VARIANCE RATIO STATISTIC AT LARGE HORIZONS (Q5438201): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
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+Normal rank
@@ Property / cites work @@
+Stationarity of GARCH processes and of some nonnegative time series
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+Generalized autoregressive conditional heteroscedasticity
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@@ Property / cites work @@
+Power Transformations to Induce Normality and their Applications
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@@ Property / cites work @@
+A Simple Multivariate Test for One-Sided Alternatives
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+When are Variance Ratio Tests for Serial Dependence Optimal?
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+Spectral tests of the martingale hypothesis under conditional heteroscedasticity
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@@ Property / full work available at URL @@
+https://doi.org/10.1017/s0266466606060099
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+W2042617870
@@ Property / OpenAlex ID: W2042617870 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:5438201