A variance ratio test of the behaviour of Chinese stock indices

Applied Economics Letters

Volumn 15, Issue 7, 2008, Pages 567-571

  Zhang, Bing ^a   Xindan, Li ^a  

^a NANJING UNIVERSITY   (China)

Author keywords

[No Author keywords available]

Indexed keywords

HYPOTHESIS TESTING; RANDOM WALK METHOD; STOCHASTICITY; STOCK MARKET; VARIANCE ANALYSIS;

ASIA; CHINA; EURASIA; FAR EAST;

EID: 45949107254     PISSN: 13504851     EISSN: 14664291     Source Type: Journal    
DOI: 10.1080/13504850600706941     Document Type: Article

References (8)

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8. Wright, J. H. (2000) Alternative variance-ratio tests using ranks and signs. Journal of Business and Economic Statistics, 18, pp. 1-9.