The size and power of the variance ratio test in finite samples : A Monte Carlo investigation
| Year of publication: |
1989
|
|---|---|
| Authors: | Lo, Andrew W. ; MacKinlay, A. Craig |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 40.1989, 2, p. 203-238
|
| Publisher: |
Elsevier |