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Automatic variance ratio test under conditional heteroskedasticity

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Author Info
Kim, Jae H.

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Abstract

An extensive Monte Carlo experiment is conducted to evaluate small sample properties of the automatic variance ratio test under conditional heteroskedasticity. It is found that the test shows serious size distortion in small samples. For improved small sample performance, this paper proposes the use of wild bootstrap. When wild bootstrapped, the automatic variance ratio test shows no size distortion, and it has power substantially higher than its competitors such as the Chen-Deo test and wild bootstrap Chow-Denning test.

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File URL: http://www.sciencedirect.com/science/article/B7CPP-4W2NDS5-2/2/bf2320d23abd3bc455dcf47a649418d9
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Publisher Info
Article provided by Elsevier in its journal Finance Research Letters.

Volume (Year): 6 (2009)
Issue (Month): 3 (September)
Pages: 179-185
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Handle: RePEc:eee:finlet:v:6:y:2009:i:3:p:179-185

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Web page: http://www.elsevier.com/locate/frl

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Related research
Keywords: Financial market efficiency Martingale difference Random walk Return predictability Wild bootstrap;

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This page was last updated on 2009-12-3.


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