THE SIZE AND POWER OF THE VARIANCE RATIO TEST IN FINITE SAMPLES - A MONTE-CARLO INVESTIGATION

被引：296

作者：

LO, AW

MACKINLAY, AC

机构：

来源：

关键词：

D O I：

10.1016/0304-4076(89)90083-3

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：203 / 238

页数：36

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