Automatic variance ratio test under conditional heteroskedasticity

DOI10.1016/J.FRL.2009.04.003MaRDI QIDQ97694FDO

Authors Jae H. Kim

Publication date September 2009

Published in Finance Research Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.FRL.2009.04.003

Cited in

(1)

• vrtest

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