New variance ratio tests to identify random walk from the general mean reversion model.
Lam, Kin ; Wong, May Chun Mei ; Wong, Wing-Keung
Journal of Applied Mathematics and Decision Sciences, Tome 2006 (2006), / Harvested from The Electronic Library of Mathematics
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Publié le : 2006-01-01
DOI : https://doi.org/10.1155/JAMDS/2006/12314
EUDML-ID : urn:eudml:doc:126921 
@article{05131025,
     title = {New variance ratio tests to identify random walk from the general mean reversion model.},
     journal = {Journal of Applied Mathematics and Decision Sciences},
     volume = {2006},
     year = {2006},
     doi = {10.1155/JAMDS/2006/12314},
     zbl = {1105.62105},
     language = {en},
     url = {http://dml.mathdoc.fr/item/05131025}
}

Lam, Kin; Wong, May Chun Mei; Wong, Wing-Keung. New variance ratio tests to identify random walk from the general mean reversion model.. Journal of Applied Mathematics and Decision Sciences, Tome 2006 (2006) . doi : 10.1155/JAMDS/2006/12314. http://gdmltest.u-ga.fr/item/05131025/