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An automatic Portmanteau test for serial correlation
Escanciano, J. Carlos, (2009)
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)
Multiple optima and asymptotic approximations in the partial adjustment model
McManus, Douglas A., (1994)
The level and power of the bootstrap t test in the AR(1) model with trend
Nankervis, John C., (1996)
Mirror-image and invariant distributions in ARMA models
Cryer, Jonathan D., (1989)