Automatic variance ratio test under conditional heteroskedasticity

Finance Research Letters

Volumn 6, Issue 3, 2009, Pages 179-185

  Kim, Jae H ^a  

^a MONASH UNIVERSITY   (Australia)

Author keywords

Financial market efficiency; Martingale difference; Random walk; Return predictability; Wild bootstrap

Indexed keywords

EID: 69249239129     PISSN: 15446123     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.frl.2009.04.003     Document Type: Article

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