VARIANCE-RATIO TESTS OF RANDOM WALK: AN OVERVIEW
نویسندگان
چکیده
منابع مشابه
Variance ratio tests of random walk: An overview
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ژورنال
عنوان ژورنال: Journal of Economic Surveys
سال: 2009
ISSN: 0950-0804,1467-6419
DOI: 10.1111/j.1467-6419.2008.00570.x