Ntim, Collins G; Opong, Kwaku K; Danbolt, Jo; Dewotor, Frank - Volkswirtschaftliche Fakultät, … - 2008
-parametric variance-ratios test in addition to its parametric alternative. On average, we find that irrespective of the diagnostic used … Opong, 2005, Ntim, et al., 2007), the results of the Lo and MacKinlay (1988) parametric variance-ratios test are ambiguous …