THE VARIANCE RATIO TEST: AN ANALYSIS OF SIZE AND POWER BASED ON A CONTINUOUS-TIME ASYMPTOTIC FRAMEWORK (Q5697615)
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scientific article; zbMATH DE number 2215323
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | THE VARIANCE RATIO TEST: AN ANALYSIS OF SIZE AND POWER BASED ON A CONTINUOUS-TIME ASYMPTOTIC FRAMEWORK |
scientific article; zbMATH DE number 2215323 |
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THE VARIANCE RATIO TEST: AN ANALYSIS OF SIZE AND POWER BASED ON A CONTINUOUS-TIME ASYMPTOTIC FRAMEWORK (English)
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18 October 2005
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tables
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market efficiency
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random walk hypothesis
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financial time series
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