A Nonparametric Test for Deviation from Randomness with Applications to Stock Market Index Data (Q4921591)
From MaRDI portal
scientific article; zbMATH DE number 6162275
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Nonparametric Test for Deviation from Randomness with Applications to Stock Market Index Data |
scientific article; zbMATH DE number 6162275 |
Statements
A Nonparametric Test for Deviation from Randomness with Applications to Stock Market Index Data (English)
0 references
13 May 2013
0 references
binomial
0 references
percentiles
0 references
time series
0 references
Tukey's \(g\)-and-\(h\) distributions
0 references
variance ratio tests
0 references
0 references
