Extending the variance ratio test to visualize structure in data: an application to the S&P 100 Index
Lindemann *, Andreas, Dunis, Christian L., Lisboa, PauloVolume:
1
Language:
english
Journal:
Applied Financial Economics Letters
DOI:
10.1080/174465405000102315
Date:
May, 2005
File:
PDF, 432 KB
english, 2005