Fabio Bellini, Gianna Figà -Talamanca. Runs tests for assessing volatility forecastability in financial time series. European Journal of Operational Research, 163(1):102-114, 2005. [doi]
@article{BelliniF05,
title = {Runs tests for assessing volatility forecastability in financial time series},
author = {Fabio Bellini and Gianna Figà -Talamanca},
year = {2005},
doi = {10.1016/j.ejor.2004.01.003},
url = {http://dx.doi.org/10.1016/j.ejor.2004.01.003},
tags = {testing},
researchr = {https://researchr.org/publication/BelliniF05},
cites = {0},
citedby = {0},
journal = {European Journal of Operational Research},
volume = {163},
number = {1},
pages = {102-114},
}