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- Sun Dec 06, 2015 12:01 pm
- Forum: Econometric Discussions
- Topic: Variance ratio and z*
- Replies: 0
- Views: 2360
Variance ratio and z*
Hello, i m currently finishing my dissertation(and my MSc) and the last test I have to run is Variance ratio . I have as sample stock returns and I choose the option of variance ratio (2,4,8,16) . I may studied accounting and finance but i dont know how this test works exactly. I am trying to figure...