Plotting unstandadized variance ratios against holding periods with 95percent confidence band

Standard errors under iid returns are used.

1 | ```
VR.plot(y, kvec)
``` |

`y` |
financial return |

`kvec` |
holding period vector |

`VR ` |
vector of variance ratio values plotted |

Jae H. Kim & Alexios Ghalanos

1 2 3 4 5 6 |

Questions? Problems? Suggestions? Tweet to @rdrrHQ or email at ian@mutexlabs.com.

All documentation is copyright its authors; we didn't write any of that.