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- W2001000930 abstract "Event forecast is a possibly autocorrelated binary time series. A new test for its timing ability is based on the correlation between the discrete autoregressions of the event forecast and the event time series. The new test outperforms the existing market timing tests." @default.
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- W2001000930 date "2010-01-01" @default.
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- W2001000930 title "Testing independence of two autocorrelated binary time series" @default.
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- W2001000930 doi "https://doi.org/10.1016/j.spl.2009.09.014" @default.
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