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~isPartOf:"NBER technical working paper series"
~language:"eng"
~language:"spa"
~person:"Lo, Andrew W."
~subject:"Statistical theory"
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The Size and Power of the Variance Ratio Test in Finite Samples : A Monte Carlo Investigation
Lo, Andrew W.
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1988
and the Box-Pierce Q
statistics
. Under the null hypothesis of a random walk with independent and identically distributed …
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