Optimal variance ratio tests for serial dependence and a test for mean reversion

Jon Faust

Year of publication:	1989
Authors:	Faust, Jon
Publisher:	Kansas City
Subject:	Theorie \| Theory \| Zeitreihenanalyse \| Time series analysis \| Statistischer Test \| Statistical test \| Mean Reversion \| Mean reversion \| Statistische Methodenlehre \| Statistical theory

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