vrtest-package {vrtest}R Documentation

Variance Ratio tests and spectral shape tests for Weak-form Market Efficiency

Description

A collection of variance ratio and spectral shapte tests

Details

Package: vrtest
Type: Package
Version: 0.94
Date: 2009-06-17
License: GPL version 2 or newer

Author(s)

Jae H. Kim

Maintainer: Jae H. Kim <J.Kim@latrobe.edu.au>


[Package vrtest version 0.94 Index]