共 23 条
[1]
MOMENT CONDITION FAILURE IN IN HIGH-FREQUENCY FINANCIAL DATA - EVIDENCE FROM THE S-AND-P 500
[J].
APPLIED ECONOMICS LETTERS,
1995, 2 (08)
:288-290
[2]
Black F., 1976, P 1976 M AM STAT ASS, P171
[5]
BROCK W., 1987, TEST INDEPENDENCE BA
[8]
Chen Y-T., 2001, TESTING CONDITIONAL