Automatic variance ratio test under conditional heteroskedasticity

Jae H Kim

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134 Citations (Scopus)

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@article{f7e1780c02f04130abbc28c0da9897d5,

title = "Automatic variance ratio test under conditional heteroskedasticity",

author = "Kim, {Jae H}",

year = "2009",

doi = "10.1016/j.frl.2009.04.003",

language = "English",

volume = "6",

pages = "179 -- 185",

journal = "Finance Research Letters",

issn = "1544-6123",

publisher = "Elsevier",

number = "3",

}