On the size and power of normalized autocorrelation coefficients
Year of publication: |
2005
|
---|---|
Authors: | Kwan, Andy C.C. ; Sim, Ah-Boon ; Wu, Yangru |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 10779735. - Vol. 15.2005, 1, p. 1-12
|
Saved in:
Saved in favorites
Similar items by person
-
Kwan, Andy C.C., (2005)
-
Further Results on the Finite-Sample Distribution of Modified Portmanteau Tests for Randomness
Kwan, Andy C.C., (2000)
-
On the Empirical Size of Normalized Autocorrelation Coefficients
Kwan, Andy C.C., (2000)
- More ...