The variance ratio test: statistical properties and implementation
| Year of publication: |
1988
|
|---|---|
| Authors: | Faust, Jon |
| Institutions: | Federal Reserve Bank of Kansas City |
| Subject: | Time-series analysis | Stock - Prices |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | Number 88-08 |
| Source: |
Persistent link: https://www.econbiz.de/10005515072