The variance ratio test : an analysis of size and power based on a continuous-time asymptotic framework
Pierre Perron; Cosmé Vodounou
| Year of publication: |
2005
|
|---|---|
| Authors: | Perron, Pierre ; Vodounou, Cosmé |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 21.2005, 3, p. 562-592
|
| Subject: | Statistischer Test | Statistical test | Theorie | Theory | Effizienzmarkthypothese | Efficient market hypothesis |
| Extent: | graph. Darst |
|---|---|
| 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://www.econbiz.de/10002794767