Variance Ratio tests and other tests for Martingale Difference Hypothesis

A collection of statistical tests for martingale difference hypothesis


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Reference manual

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install.packages("vrtest")

0.97 by Jae H. Kim, 5 years ago


Browse source code at https://github.com/cran/vrtest


Authors: Jae H. Kim


Documentation:   PDF Manual  


Task views: Empirical Finance


GPL-2 license



See at CRAN