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Proceedings of the Hong Kong International Workshop on Statistics and Finance: an Interface : Centre of Financial Time Series, the University of Hong Kong 4-8 July 1999
Chan, Wai-Sum, (2000)
Testing for nonlinear dependence in daily foreign exchange rate changes
Hsieh, David A., (1988)
Adäquate Modellierung von Finanzzeitreihen und Parameterschätzung in Modellen mit autoregressiver bedingter Heteroskedastie
Brechtmann, Markus, (1998)
[Rezension von: Franses, Philip Hans, Periodicity and stochastic trends in economic time series]
Hall, Alastair R., (1997)
A simplified method of calculating the score test for serial correlation in multivariate models
Hall, Alastair R., (1986)
The information matrix test for the linear model
Hall, Alastair R., (1987)