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A statistical model of changes in asset prices employing intraday data : a recursive approach
Fletcher, Roy A., (1993)
A time series approach to testing for market linkage : unit root and cointegration tests
Wang, George H. K., (1994)
On determining the dimension of real-time stock-price data
Mayfield, E. Scott, (1992)
A note on bias from proxy variables with systematic errors
Herbert, John H., (1989)
Characterizations of normal distributions supporting goodness-of-fit tests based on sample skewness and sample kurtosis
Nguyen, Truc T., (1998)