Wild bootstrapping variance ratio tests

Economics Letters

Volumn 92, Issue 1, 2006, Pages 38-43

  Kim, Jae H ^a  

^a MONASH UNIVERSITY   (Australia)

Author keywords

Conditional heteroskedasticity; Market efficiency; Monte Carlo experiment; Wild bootstrap

Indexed keywords

EID: 33744522542     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.econlet.2006.01.007     Document Type: Article

References (12)

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