The size and power of the variance ratio test in finite samples : a Monte Carlo investigation

Author(s)

• Lo, Andrew W.
• Mackinlay, Archie Craig
• National Bureau of Economic Research

Bibliographic Information

The size and power of the variance ratio test in finite samples : a Monte Carlo investigation

Andrew W. Lo, A. Craig MacKinlay

（NBER technical paper series, technical working paper no. 66）

National Bureau of Economic Research, 1988

Details

• NCID: BA23078270
• Country Code: us
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Cambridge, MA
• Pages/Volumes: 28, [21]p.
• Size: 23 cm
• Parent Bibliography ID:
  • BA23077948