"New variance ratio tests to identify random walk from the general mean ..."

Kin Lam, May Chun Mei Wong, Wing-Keung Wong (2006)

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DOI: 10.1155/JAMDS/2006/12314

access: open

type: Journal Article

metadata version: 2020-05-21

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Kin Lam, May Chun Mei Wong, Wing-Keung Wong:
New variance ratio tests to identify random walk from the general mean reversion model. Adv. Decis. Sci. 2006: 12314:1-12314:21 (2006)

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