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