An investigation into multivariate variance ratio statistics and their application to stock market predictability
Attributed to:
The Centre for Microdata Methods and Practice
funded by
ESRC
Abstract
No abstract provided
Bibliographic Information
Digital Object Identifier: http://dx.doi.org/10.1920/wp.cem.2015.1315
Publication URI: http://dx.doi.org/10.1920/wp.cem.2015.1315
Type: Working Paper