Pages that link to "Item:Q5438201"
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The following pages link to THE VARIANCE RATIO STATISTIC AT LARGE HORIZONS (Q5438201):
Displayed 4 items.
- TESTING FOR WHITE NOISE UNDER UNKNOWN DEPENDENCE AND ITS APPLICATIONS TO DIAGNOSTIC CHECKING FOR TIME SERIES MODELS (Q3168873) (← links)
- Intraday Serial Correlation,Volatility, and Jump: Evidence from China's Stock Market (Q3178528) (← links)
- A Nonparametric Test for Deviation from Randomness with Applications to Stock Market Index Data (Q4921591) (← links)
- Testing the martingale difference hypothesis in high dimension (Q6108287) (← links)