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Search: subject:"variance ratio statistic"
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A new method based on range to detect mean reversion
Shaik, Muneer
;
Maheswaran, S.
- In:
IIMB management review
32
(
2020
)
2
,
pp. 208-216
Persistent link: https://www.econbiz.de/10012489711
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Wavelet energy ratio unit root tests
Trokić, Mirza
- In:
Econometric reviews
38
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2019
)
1
,
pp. 69-94
Persistent link: https://www.econbiz.de/10012180698
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A nonparametric unit root test under nonstationary volatility
Eroğlu, Burak Alparslan
;
Yigit, Taner M.
- In:
Economics letters
140
(
2016
),
pp. 6-10
Persistent link: https://www.econbiz.de/10011615687
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International Evidence on Output Fluctuation and Shock Persistence
Levy, Daniel
;
Dezhbakhsh, Hashem
-
EconWPA
-
2004
estimates. For the OECD countries most of the variation in the
variance
ratio
statistic
appears to be explained by the variation …
Persistent link: https://www.econbiz.de/10005126132
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