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An investigation into multivariate variance ratio statistics and their application to stock market predictability
Hong, Seok Young; Linton, Oliver; Zhang, Hui Jun - 2015
Persistent link: https://www.econbiz.de/10011455529
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Nonparametric estimation of infinite order regression and its application to the risk-return tradeoff
Hong, Seok Young; Linton, Oliver - 2018
Persistent link: https://www.econbiz.de/10012668787
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An investigation into multivariate variance ratio statistics and their application to stock market predictability
Hong, Seok Young; Linton, Oliver; Zhang, Hui Jun - In: Journal of financial econometrics : official journal of … 15 (2017) 2, pp. 173-222
Persistent link: https://www.econbiz.de/10011987413