On the size and power of normalized autocorrelation coefficients

Author： Kwan Andy C. C.   Sim Ah-Boon   Wu Yangru  

Publisher： Routledge Ltd

ISSN： 1466-4305

Source： Applied Financial Economics, Vol.15, Iss.1, 2005-01, pp. : 1-11

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

On the size and power of testing for no autocorrelation under weak assumptions

By Su Jen-Je  

Applied Financial Economics, Vol. 15, Iss. 4, 2005-02 ,pp. : 247-257

Routledge Ltd

Access to resources Recommend Favorite

Does size matter? Balancing power in dyadic cooperation relationships

By Roessl Dietmar   Fink Matthias   Kraus Sascha  

The International Journal of Entrepreneurship and Innovation, Vol. 11, Iss. 2, 2010-05 ,pp. : 119-127

IP Publishing Ltd

Access to resources Recommend Favorite

Cross-autocorrelation in the New Zealand stock market

By Choi Daniel   Zhao Xin  

Applied Financial Economics, Vol. 17, Iss. 3, 2007-02 ,pp. : 215-219

Routledge Ltd

Access to resources Recommend Favorite

Size of GDP

By  

SourceOECD National Accounts & Historical Statistics, Vol. 2010, Iss. 3, 2011-02 ,pp. : 7-8

OECD Publishing

Access to resources Recommend Favorite

Cross- and auto-correlation effects arising from averaging: the case of US interest rates and equity duration

By Hallerbach Winfried G.  

Applied Financial Economics, Vol. 13, Iss. 4, 2003-01 ,pp. : 287-294

Routledge Ltd

Access to resources Recommend Favorite