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Small sample properties of alternative tests for martingale difference hypothesis
Charles, Amélie; Darné, Olivier; Kim, Jae H. - In: Economics letters 110 (2011) 2, pp. 151-154
Persistent link: https://www.econbiz.de/10009241666
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International stock return predictability : evidence from new statistical tests
Charles, Amélie; Darné, Olivier; Kim, Jae H. - In: International review of financial analysis 54 (2017), pp. 97-113
Persistent link: https://www.econbiz.de/10011878164
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Adaptive markets hypothesis for Islamic stock indices : evidence from Dow Jones size and sector-indices
Charles, Amélie; Darné, Olivier; Kim, Jae H. - In: International economics : a journal published by CEPII … 151 (2017), pp. 100-112
Persistent link: https://www.econbiz.de/10011793836
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Stock return predictability : evaluation based on interval forecasts
Charles, Amélie; Darné, Olivier; Kim, Jae H. - In: Bulletin of economic research 74 (2022) 2, pp. 363-385
Persistent link: https://www.econbiz.de/10013188680