[R] Variance Ratio Test

huan.huang@bnpparibas.com huan.huang at bnpparibas.com
Tue Jul 8 18:04:29 CEST 2003

Dear all,

I am programming on the *variance ratio test*, according to Lo and
MacKinlay, 1988. I am wondering if there has been some official codes
written for that.

Many thanks and regards,

Huan Huang

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