Automatic variance ratio test under conditional heteroskedasticity
Jae H. Kim
| Year of publication: |
2009
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|---|---|
| Authors: | Kim, Jae H. |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 6.2009, 3, p. 179-185
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| Subject: | Heteroskedastizität | Heteroscedasticity | Finanzmarkt | Financial market | Effizienzmarkthypothese | Efficient market hypothesis | Random Walk | Random walk | Bootstrap-Verfahren | Bootstrap approach |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10003888018