An Investigation into Multivariate Variance Ratio Statistics and their Application to Stock Market Predictability* (2017)

First Author: Hong S
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/10.1093/jjfinec/nbw014

Publication URI: http://dx.doi.org/10.1093/jjfinec/nbw014

Type: Journal Article/Review

Parent Publication: Journal of Financial Econometrics

Issue: 2