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The existence of random walk in the Philippine stock market : evidence from unit root and variance-ratio tests
Camba, Abraham C. <Jr>, (2020)
Asymptotic F and t tests in cointegrating regressions with asymptotically homogeneous functions
Hwang, Jungbin, (2025)
A score statistic for testing the presence of a stochastic trend in conditional variances
Hong, Yongmiao, (2022)
Outliers and GARCH models in financial data
Charles, Amélie, (2005)
Small sample properties of alternative tests for martingale difference hypothesis
Charles, Amélie, (2011)
Exchange-rate return predictability and the adaptive markets hypothesis : evidence from major foreign exchange rates
Charles, Amélie, (2012)