Testing independence of two autocorrelated binary time series
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References listed on IDEAS
- Henriksson, Roy D & Merton, Robert C, 1981. "On Market Timing and Investment Performance. II. Statistical Procedures for Evaluating Forecasting Skills," The Journal of Business, University of Chicago Press, vol. 54(4), pages 513-533, October.
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Cited by:
- Helmut Elsinger, 2020. "Serial Correlation in Contingency Tables (Helmut Elsinger)," Working Papers 228, Oesterreichische Nationalbank (Austrian Central Bank).
- repec:wsi:acsxxx:v:21:y:2018:i:08:n:s0219525918500194 is not listed on IDEAS
- Chou, Cheng & Chu, Chia-Shang J., 2011. "Market timing: Recent development and a new test," Economics Letters, Elsevier, vol. 111(2), pages 105-109, May.
- Damien Challet & R'emy Chicheportiche & Mehdi Lallouache & Serge Kassibrakis, 2016.
"Statistically validated lead-lag networks and inventory prediction in the foreign exchange market,"
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1609.04640, arXiv.org, revised Jul 2018.
- Damien Challet & Rémy Chicheportiche & Mehdi Lallouache & Serge Kassibrakis, 2018. "Statistically validated leadlag networks and inventory prediction in the foreign exchange market," Post-Print hal-01705087, HAL.
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