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Keywords: Automatic variance‐ratio test
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Journal Articles
Studies in Economics and Finance (2013) 30 (3): 209–225.
Published: 26 July 2013
... as the proportion of absolute values of {VRS*(kˆ*;j)}j=1m greater than the absolute value of VRS(k). Market efficiency Weighted bootstrap Automatic varianceratio test Return predictability Detrended fluctuation...

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