Research topic11 readings
Statistical tests
Statistical tests within quantitative-models.
FieldQuantitative models69 readingsThe registry
Entries in this field
The archive11 readings
Readings on this topic
1985A serial-dependence window from signed price transitions1986Evaluate the price random-walk question as a gated quantile lab1986Chi-square tests on price transition matrices1987Evaluating money-supply serial dependence before a forecast1988Evaluating stationarity, randomness, and dependence in an index series1989Mean deviation versus squared dispersion for risk1993Constructing price-change Markov transition matrices1995Constructing mean-deviation histograms and price quantiles1995Collapse correlated inputs via a joint-state chi-square sequence2006Linear forecast versus buy-and-hold when price changes cluster2015Constructing mean, median, and mode from ordered prices