On The Asymptotic Power Of The Variance Ratio Test
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- Hiremath, Gourishankar S & Bandi, Kamaiah, 2012. "Variance ratios, structural breaks and nonrandom walk behaviour in the Indian stock returns," MPRA Paper 48710, University Library of Munich, Germany.
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"The efficiency of the crude oil markets: Evidence from variance ratio tests,"
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- repec:eee:reveco:v:51:y:2017:i:c:p:283-294 is not listed on IDEAS
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"An investigation into Multivariate Variance Ratio Statistics and their application to Stock Market Predictability,"
Cambridge Working Papers in Economics
1552, Faculty of Economics, University of Cambridge.
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"The efficiency of the art market: Evidence from variance ratio tests, linear and nonlinear fractional integration approaches,"
International Review of Economics & Finance,
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- Deo, Rohit S. & Chen, Willa W., 2003. "The Variance Ratio Statistic at Large Horizons," Papers 2004,04, Humboldt University of Berlin, Center for Applied Statistics and Economics (CASE).
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