Variance Ratio Test
Posted: Thu Mar 10, 2016 12:01 pm
Hello
I'm running VR tests, using quarterly returns, on test periods of 3/12/60/120 months.
Can someone explain to me how the Demean data (allow drift) option works?
Thank you
I'm running VR tests, using quarterly returns, on test periods of 3/12/60/120 months.
Can someone explain to me how the Demean data (allow drift) option works?
Thank you