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- Tue Jul 08, 2014 6:50 am
- Forum: Econometric Discussions
- Topic: Variance Ratio Test - Exponential Random Walk
- Replies: 0
- Views: 1644
Variance Ratio Test - Exponential Random Walk
Hi, I am conducting a variance ratio test on a certain time period of returns for the S&P 500 and am a bit confused on how to properly execute the exponential random walk test (Log SP500). I have conducted the random walk test using the closing prices of the S&P, but I am not sure if for the...