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- Tue Nov 19, 2013 12:36 pm
- Forum: Estimation
- Topic: Variance ratio
- Replies: 12
- Views: 13988
Re: Variance ratio
I am trying to run Variance test on RTSE stock market index (closing) data. I had initially run the test on logarithmic return figures obtained from closing data for the index I am working on, then having read this thread I realised I was making a mistake by NOT working on the index values directly ...
