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Portmanteau-type tests for unit-root and cointegration
Zhang, Rongmao, (2018)
Testing for a serial correlation in VaR failures through the exponential autoregressive conditional duration model
Małecka, Marta, (2021)
A test for the equality of multiple Sharpe ratios
Wright, John, (2014)
Finite sample performance of a long run variance estimator based on exactly (almost) unbiased autocovariance estimators
Yang, Jingjing, (2018)
A bias reduced long run variance estimator with a new first-order kernel
Yang, Jingjing, (2025)
Fixed-b analysis of LM-type tests for a shift in mean
Yang, Jingjing, (2011)