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The empirical size and power of some tests for detecting autoregressive conditional heteroskedasticity in the presence of serial correlation
Hurn, Stan, (1995)
A test for the equality of multiple Sharpe ratios
Wright, John, (2014)
Finite sample power of Cliff-Ord-type-tests for spatial disturbance correlation in linear regression
Krämer, Walter, (2002)
Finite sample performance of a long run variance estimator based on exactly (almost) unbiased autocovariance estimators
Yang, Jingjing, (2018)
Fixed-b analysis of LM-type tests for a shift in mean
Yang, Jingjing, (2011)
Testing for a shift in mean without having to estimate serial-correlation parameters
Vogelsang, Timothy J., (1998)