Weighted bootstrap approach for the variance ratio tests : a test of market efficiency
Year of publication: |
June 2016
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Authors: | Kumar, Dilip |
Published in: |
Theoretical economics letters. - Irvine, Calif. : Scientific Research, ISSN 2162-2078, ZDB-ID 2657454-8. - Vol. 6.2016, 3, p. 426-431
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Subject: | Monte Carlo Experiment | Weighted Bootstrap | Variance Ratio | Return Predictability | Bootstrap-Verfahren | Bootstrap approach | Effizienzmarkthypothese | Efficient market hypothesis | Monte-Carlo-Simulation | Monte Carlo simulation | Theorie | Theory | Statistischer Test | Statistical test | Kapitaleinkommen | Capital income |
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