Pages that link to "Item:Q1260679"
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The following pages link to A simple multiple variance ratio test (Q1260679):
Displaying 20 items.
- Parametric and non-parametric approaches in evaluating martingale hypothesis of energy spot markets (Q652875) (← links)
- Long-term and short-term price memory in the stock market (Q672632) (← links)
- New variance ratio tests to identify random walk from the general mean reversion model (Q868405) (← links)
- Market efficiency of Brazilian exchange rate: Evidence from variance ratio statistics and technical trading rules (Q958567) (← links)
- Tests of random walk: A comparison of bootstrap approaches (Q1037439) (← links)
- Exact non-parametric tests for a random walk with unknown drift under conditional heteroscedasticity (Q1398962) (← links)
- An exact invariant variance ratio test. (Q1605263) (← links)
- A multiple variance ratio test using subsampling (Q1927304) (← links)
- Wild bootstrapping variance ratio tests (Q1929375) (← links)
- A procedure for testing the hypothesis of weak efficiency in financial markets: a Monte Carlo simulation (Q2111326) (← links)
- Temporal aggregation of random walk processes and implications for economic analysis (Q2697076) (← links)
- Wild-bootstrapped variance-ratio test for autocorrelation in the presence of heteroskedasticity (Q3168259) (← links)
- SERIAL CORRELATION, PERIODICITY AND SCALING OF EIGENMODES IN AN EMERGING MARKET (Q3606402) (← links)
- Weak Form Efficiency of Selected European Stock Markets: Alternative Testing Approaches (Q4561894) (← links)
- A closer look at return predictability of the US stock market: evidence from new panel variance ratio tests (Q4683081) (← links)
- A Nonparametric Test for Deviation from Randomness with Applications to Stock Market Index Data (Q4921591) (← links)
- A Combined Invariant Test for a Null Variance Ratio (Q5122367) (← links)
- Clustering financial time series with variance ratio statistics (Q5247931) (← links)
- Detecting Randomness: A Review of Existing Tests with New Comparisons (Q5415911) (← links)
- Finite-sample Resampling-based Combined Hypothesis Tests, with Applications to Serial Correlation and Predictability (Q5860242) (← links)
