New variance ratio tests to identify random walk from the general mean reversion model.

Lam, Kin, Wong, May Chun Mei, and Wong, Wing-Keung. "New variance ratio tests to identify random walk from the general mean reversion model.." Journal of Applied Mathematics and Decision Sciences 2006.2 (2006): Article 12314, 21 p.-Article 12314, 21 p.. <http://eudml.org/doc/126921>.

@article{Lam2006,
author = {Lam, Kin, Wong, May Chun Mei, Wong, Wing-Keung},
journal = {Journal of Applied Mathematics and Decision Sciences},
language = {eng},
number = {2},
pages = {Article 12314, 21 p.-Article 12314, 21 p.},
publisher = {Hindawi Publishing Corporation, New York},
title = {New variance ratio tests to identify random walk from the general mean reversion model.},
url = {http://eudml.org/doc/126921},
volume = {2006},
year = {2006},
}

TY - JOUR
AU - Lam, Kin
AU - Wong, May Chun Mei
AU - Wong, Wing-Keung
TI - New variance ratio tests to identify random walk from the general mean reversion model.
JO - Journal of Applied Mathematics and Decision Sciences
PY - 2006
PB - Hindawi Publishing Corporation, New York
VL - 2006
IS - 2
SP - Article 12314, 21 p.
EP - Article 12314, 21 p.
LA - eng
UR - http://eudml.org/doc/126921
ER -