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Portmanteau tests of randomness and Jenkins' variance-stabilizing transformation
Kwan, Andy C. C.; Sim, Ah-Boon - In: Economics Letters 50 (1996) 1, pp. 41-49
Persistent link: https://www.econbiz.de/10005158802
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Generalised portmanteau statistics and tests of randomness: A note on their applications to residuals from a fitted ARMA model
Kwan, Andy C. C.; Sim, Ah-Boon - In: Economics Letters 26 (1988) 4, pp. 341-347
Persistent link: https://www.econbiz.de/10005270019
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Hypothesis testing with the sharpe and Treynor portfolio : Performance measures given non-synchronous trading
Kryzanowski, Lawrence; Sim, Ah Boon - In: Economics Letters 32 (1990) 4, pp. 345-352
Persistent link: https://www.econbiz.de/10005296566