A variance ratio test of the behaviour of some FTSE equity indices using ranks and signs

  1. Belaire-Franch, J.
  2. Opong, K.K.
Revue:
Review of Quantitative Finance and Accounting

ISSN: 0924-865X

Année de publication: 2005

Volumen: 24

Número: 1

Pages: 93-107

Type: Article

DOI: 10.1007/S11156-005-5328-3 GOOGLE SCHOLAR