vrtest: Variance Ratio tests and spectral shape tests for Weak-form Market Efficiency

A collection of variance ratio and spectral shapte tests

Version: 0.94
Published: 2009-06-22
Author: Jae H. Kim
Maintainer: Jae H. Kim <J.Kim at latrobe.edu.au>
License: GPL (≥ 2)
In views: Finance
CRAN checks: vrtest results

Downloads:

Package source: vrtest_0.94.tar.gz
MacOS X binary: vrtest_0.94.tgz
Windows binary: vrtest_0.94.zip
Reference manual: vrtest.pdf
Old sources: vrtest archive