Hi folks,
I am now struggling to employ Lo and MacKinlay's variance ratio test in Matlab. To be honest, I have never use Matlab before. Please anyone help me with this. The variance ratio test will be applied to test the random walk hypothesis in my weekly returns for the interval q = 2 4 8 16 32 weeks.
Thanks a lot..
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Le
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11/27/2010 12:31:03 PM |
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