E. Pretorius
2002
A researcher in the Science corpus: 1 paper; trusts 2 researchers and is trusted by 6 researchers here, as inferred from the citation graph.
Whom E. Pretorius trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts E. Pretorius overall
Papers from E. Pretorius's perspective
Ordered by how strongly the researchers E. Pretorius trusts endorse each paper. Same corpus, a different order for every researcher.
- A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
- Country and industry factors in returns: evidence from emerging markets' stocks
- ASYMPTOTIC DISTRIBUTION THEORY FOR NONPARAMETRIC ENTROPY MEASURES OF SERIAL DEPENDENCE
- Asymptotic Inference about Predictive Ability
- Testing Models of Low‐Frequency Variability
- Density Estimation for Statistics and Data Analysis
- A test for independence based on the correlation dimension
- Entropy and predictability of stock market returns
- Trends and random walks in macroeconmic time series: Some evidence and implications
- Forecasting with difference‐stationary and trend‐stationary models
Their papers
- Economic determinants of emerging stock market interdependence (2002) — 232 citations