A Nonparametric, Distribution-Free Test for Serial Independence in Stock Returns

Richard A. Ashley; Douglas M. Patterson

doi:10.2307/2330739

A Nonparametric, Distribution-Free Test for Serial Independence in Stock Returns

Journal of Financial and Quantitative Analysis ◽

10.2307/2330739 ◽

1986 ◽

Vol 21 (2) ◽

pp. 221 ◽

Cited By ~ 14

Author(s):

Richard A. Ashley ◽

Douglas M. Patterson

Keyword(s):

Stock Returns ◽

Distribution Free ◽

Serial Independence ◽

Nonparametric Distribution

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A Nonparametric Distribution-Free Test for Serial Independence in Stock Returns: A Correction

Journal of Financial and Quantitative Analysis ◽

10.2307/2330705 ◽

1990 ◽

Vol 25 (3) ◽

pp. 411 ◽

Cited By ~ 5

Author(s):

Charles J. Corrado ◽

John Schatzberg

Keyword(s):

Stock Returns ◽

Distribution Free ◽

Serial Independence ◽

Nonparametric Distribution

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A Nonparametric Distribution-Free Test for Serial Independence in Stock Returns: A Comment

Journal of Financial and Quantitative Analysis ◽

10.2307/2330706 ◽

1990 ◽

Vol 25 (3) ◽

pp. 417 ◽

Cited By ~ 2

Author(s):

Richard Ashley ◽

Douglas Patterson

Keyword(s):

Stock Returns ◽

Distribution Free ◽

Serial Independence ◽

Nonparametric Distribution

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A Nonparametric Distribution-Free Test for Serial Independence of Errors

Econometric Reviews ◽

10.1080/07474938.2014.956616 ◽

2014 ◽

Vol 34 (6-10) ◽

pp. 1011-1034 ◽

Cited By ~ 7

Author(s):

Zaichao Du ◽

Juan Carlos Escanciano

Keyword(s):

Distribution Free ◽

Serial Independence ◽

Nonparametric Distribution

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Nonparametric Distribution-Free Model Checks for Multivariate Dynamic Regressions

Contemporary Developments in Statistical Theory - Springer Proceedings in Mathematics & Statistics ◽

10.1007/978-3-319-02651-0_7 ◽

2013 ◽

pp. 91-117

Author(s):

Miguel A. Delgado ◽

J. Carlos Escanciano

Keyword(s):

Distribution Free ◽

Nonparametric Distribution ◽

Free Model

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Nonparametric (Distribution-Free) Training of Discriminant Functions

Signal Processing and Communications - Pattern Recognition and Image Preprocessing ◽

10.1201/9780203903896.ch4 ◽

2002 ◽

pp. 62-81

Keyword(s):

Discriminant Functions ◽

Distribution Free ◽

Nonparametric Distribution

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Nonparametric, Distribution-Free, and Permutation Models: Robust Procedures

Wiley Series in Probability and Statistics - Biostatistics ◽

10.1002/0471602396.ch8 ◽

2004 ◽

pp. 253-290 ◽

Cited By ~ 1

Keyword(s):

Distribution Free ◽

Nonparametric Distribution ◽

Permutation Models ◽

Robust Procedures

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A conservative nonparametric distribution-free confidence bound for the shift in the changepoint problem

Communication in Statistics- Theory and Methods ◽

10.1080/03610928308828612 ◽

1983 ◽

Vol 12 (21) ◽

pp. 2455-2464 ◽

Cited By ~ 3

Author(s):

Edna Schechtman

Keyword(s):

Confidence Bound ◽

Distribution Free ◽

Nonparametric Distribution

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Nonparametric (distribution-free) control charts: An updated overview and some results

Quality Engineering ◽

10.1080/08982112.2018.1549330 ◽

2019 ◽

Vol 31 (4) ◽

pp. 523-544 ◽

Cited By ~ 25

Author(s):

S. Chakraborti ◽

M. A. Graham

Keyword(s):

Control Charts ◽

Distribution Free ◽

Nonparametric Distribution

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Nonparametric (Distribution-Free) Quality Control Charts

Wiley StatsRef: Statistics Reference Online ◽

10.1002/9781118445112.stat02699 ◽

2014 ◽

Cited By ~ 4

Author(s):

Subha Chakraborti

Keyword(s):

Quality Control ◽

Control Charts ◽

Distribution Free ◽

Quality Control Charts ◽

Nonparametric Distribution

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Nonparametric (Distribution-Free) Quality Control Charts

Encyclopedia of Statistical Sciences ◽

10.1002/0471667196.ess7150 ◽

2011 ◽

Cited By ~ 14

Author(s):

Subha Chakraborti

Keyword(s):

Quality Control ◽

Control Charts ◽

Distribution Free ◽

Quality Control Charts ◽

Nonparametric Distribution

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