of them alternative to traditional unit root test build on univariate time series. As a result of the autocorrelation … traded dailly in the Izmir Futures and Options Market for five years, are found inefficient. Autocorrelation, normality and … autocorrelation, normality and run tests test based on spot series all rejected “the acceptance of efficient market hypothesis” under …

heteroscedasticity and autocorrelation in asset returns are the primary sources of test mis-specification in these linearity …-in-the-mean hypothesis tests. To address this problem, an innovative approach is proposed to control heteroscedasticity and autocorrelation … the theme of the previous two studies, the effects of heteroscedasticity and autocorrelation are examined in the portfolio …

-normality, autocorrelation and heteroscedasticity and illustrates its application to agricultural risk analysis. Specifically, the joint … of autocorrelation and non-normality (kurtosis and right- or left-skewness) in each of the price and production variables …