On the size and power of normalized autocorrelation coefficients
Year of publication: |
2005
|
---|---|
Authors: | Kwan, Andy Cheuk-chiu ; Sim, Ah-boon ; Wu, Yangru |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 15.2005, 1, p. 1-11
|
Subject: | Statistischer Test | Statistical test | Theorie | Theory | Autokorrelation | Autocorrelation |
-
A consistent and robust test for autocorrelated jump occurrences
Kwok, Simon Sai Man, (2024)
-
Shortcomings of tests for autocorrelation
Zaman, Asad, (1994)
-
Pudney, Stephen E., (1997)
- More ...
-
Portmanteau tests of randomness and Jenkins' variance-stabilizing transformation
Kwan, Andy Cheuk-chiu, (1996)
-
On an overall test of univariate time series models
Kwan, Andy Cheuk-chiu, (1992)
-
Kwan, Andy Cheuk-chiu, (1988)
- More ...