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A New Bispectral Test for Nonlinear Serial Dependence
Rusticelli, Elena; Ashley, Richard A.; Dagum, Estela Bee; … - Department of Economics, Virginia Polytechnic Institute … - 2006
Persistent link: https://www.econbiz.de/10005704248
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A Nonparametric, Distribution-Free Test for Serial Independence in Stock Returns
Ashley, Richard A.; Patterson, Douglas M. - In: Journal of Financial and Quantitative Analysis 21 (1986) 02, pp. 221-227
A fundamental statistical test of serial independence is developed and applied to daily stock returns. Let <italic>x</italic> be the deviation of the daily return on a stock from its sample mean after any autocorrelation present has been removed. If <italic>x</italic> is serially independent, then the cumulative sum of <italic>x</italic> over...
Persistent link: https://www.econbiz.de/10005609744
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The speed of adjustment of warrant prices to changes in stock prices
Patterson, Douglas M. - In: Journal of business & economic statistics : JBES ; a … 4 (1986) 2, pp. 233-241
Persistent link: https://www.econbiz.de/10001007892
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Beyond optimal forecasting
Ashley, Richard A. (contributor) - 2006
Persistent link: https://www.econbiz.de/10003617320
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Growth is good for the poor but decline is disastrous
Ashley, Richard A. (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002092036
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Anti-inflation taxation policy : an alternative to wage and price controls
Ashley, Richard A. - In: Journal of macroeconomics 1 (1979) 4, pp. 417-421
Persistent link: https://www.econbiz.de/10001861208
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Wages and profits : a comment
Ashley, Richard A. - In: Journal of macroeconomics 2 (1980) 4, pp. 365-372
Persistent link: https://www.econbiz.de/10001861233
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Detecting epochs of transient dependence in white noise
Hinich, Melvin J.; Patterson, Douglas M. - In: Money, measurement and computation, (pp. 61-75). 2006
Persistent link: https://www.econbiz.de/10003356929
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Evidence of nonlinearity in daily stock returns
Hinich, Melvin J.; Patterson, Douglas M. - In: Journal of business & economic statistics : JBES ; a … 3 (1985) 1, pp. 69-77
Persistent link: https://www.econbiz.de/10003578630
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The incidence of informational cascades and the behavior of trade interarrival times during the stock market bubble
Patterson, Douglas M.; Sharma, Vivek - In: Macroeconomic dynamics 14 (2010), pp. 111-136
Persistent link: https://www.econbiz.de/10003981219