haku: @indexterm Power / yhteensä: 583
viite: 139 / 583
| Tekijä: | Daniel, K. |
| Otsikko: | The power and size of mean reversion tests |
| Lehti: | Journal of Empirical Finance
2001 : DEC, VOL. 8:5, p. 493-535 |
| Asiasana: | POWER SHARE PRICES |
| Vapaa asiasana: | MEAN REVERSION TESTS |
| Kieli: | eng |
| Tiivistelmä: | In this paper, the authors develop a methodology for determining asymptotic test power. This method allows them 1) to determine the most powerful test against a specified alternative; 2) to determine the distance of a test from the optimal test using an analytical measure of test power and 3) to determine the implicit alternative to any test. |
SCIMA