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Bootstrapping the number of factors in the arbitrage pricing theory
Chatterjee, Sangit - In: The journal of financial research 13 (1990) 1, pp. 15-21
Persistent link: https://www.econbiz.de/10001142876
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Filter rule tests of the economic significance of serial dependencies in daily stock returns
Corrado, Charles Joseph - In: The journal of financial research 15 (1992) 4, pp. 369-387
Persistent link: https://www.econbiz.de/10001143836
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Market efficiency and cointegration : an application to petroleum markets
Serletis, Apostolos - In: Review of futures markets 9 (1990) 2, pp. 372-380
Persistent link: https://www.econbiz.de/10001124328
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A sequential test methodology for detecting futures market disruptions with applications to futures margin management
Ackert, Lucy F. - In: Review of futures markets 9 (1990) 2, pp. 318-341
Persistent link: https://www.econbiz.de/10001124333
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Variance bound tests of bond market efficiency
Huang, Chao-hsi - In: The journal of financial research 16 (1993) 2, pp. 89-106
Persistent link: https://www.econbiz.de/10001155675