The Ashley and Patterson (1986) test for serial independence in daily stock returns, revisited.

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Bibliographic Details
Title: The Ashley and Patterson (1986) test for serial independence in daily stock returns, revisited.
Authors: Ashley, Richard A.1, ashleyr@vt.edu, Najafi, Faezeh1, fiza@vt.edu
Source: Annals of Operations Research; Mar2025, Vol. 346 Issue 1, p567-584, 18p
Database: Applied Science & Technology Source
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