Variance Ratio tests and other tests for Martingale Difference Hypothesis

Description

A collection of variance ratio and spectral shapte tests

Details

Package: vrtest
Type: Package
Version: 0.97
Date: 2014-08-10
License: GPL-2

Author(s)

Jae H. Kim

Maintainer: Jae H. Kim <J.Kim@latrobe.edu.au>