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

著者

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

書誌事項

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

詳細情報

• NII書誌ID(NCID): BA23078270
• 出版国コード: us
• タイトル言語コード: eng
• 本文言語コード: eng
• 出版地: Cambridge, MA
• ページ数/冊数: 28, [21]p.
• 大きさ: 23 cm
• 親書誌ID:
  • BA23077948