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Testing serial correlation and ARCH effect of high-dimensional time-series data
Ling, Shiqing, (2021)
Testing for a serial correlation in VaR failures through the exponential autoregressive conditional duration model
Małecka, Marta, (2021)
Empirical Likelihood-Based Tests for Serial Correlation with Possible Infinite Variance
Fan, Yawen, (2021)
A bias reduced long run variance estimator with a new first-order kernel
Yang, Jingjing, (2025)
Finite sample performance of a long run variance estimator based on exactly (almost) unbiased autocovariance estimators
Yang, Jingjing, (2018)
Fixed-b analysis of LM-type tests for a shift in mean
Yang, Jingjing, (2011)