Pages that link to "Item:Q1929375"
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The following pages link to Wild bootstrapping variance ratio tests (Q1929375):
Displayed 8 items.
- Small sample properties of alternative tests for martingale difference hypothesis (Q631280) (← links)
- Parametric and non-parametric approaches in evaluating martingale hypothesis of energy spot markets (Q652875) (← links)
- Wild bootstrap Ljung-Box test for cross correlations of multivariate time series (Q1672587) (← links)
- Wild-bootstrapped variance-ratio test for autocorrelation in the presence of heteroskedasticity (Q3168259) (← links)
- Generalized Variance-Ratio Tests in the Presence of Statistical Dependence (Q3192401) (← links)
- A closer look at return predictability of the US stock market: evidence from new panel variance ratio tests (Q4683081) (← links)
- Nonparametric predictive inference for stock returns (Q5138622) (← links)
- Finite-sample Resampling-based Combined Hypothesis Tests, with Applications to Serial Correlation and Predictability (Q5860242) (← links)