vrtest: Variance Ratio tests for Weak-form Market Efficiency

A collection of variance ratio tests

Version: 0.86
Date: 2008-02-21
Author: Jae H. Kim
Maintainer: Jae H. Kim <jae.Kim at buseco.monash.edu.au>
License: GPL version 2 or newer
In views: Finance
CRAN checks: vrtest results

Downloads:

Package source: vrtest_0.86.tar.gz
MacOS X binary: vrtest_0.86.tgz
Windows binary: vrtest_0.86.zip
Reference manual: vrtest.pdf
Old sources: vrtest archive