image thumbnail

updated 7 years ago

Predictability of short horizon stock index returns and international markets efficiency by Anis Ben Hassen

weak form markets efficiency tests eleborated within this article (whitepaper, article, paper)

image thumbnail

updated 9 years ago

Variance Ratio Test by Alexandros Leontitsis

Calculates the Variance Ratio Test (finance, modeling, analysis)

[vrt,zvrt]=VRTest(x,q,cor)

Contact us