vrtest: Variance Ratio tests and other tests for Martingale Difference Hypothesis

A collection of statistical tests for martingale difference hypothesis

Version: 0.96
Published: 2014-04-22
Author: Jae H. Kim
Maintainer: Jae H. Kim <J.Kim at latrobe.edu.au>
License: GPL-2
NeedsCompilation: no
In views: Finance
CRAN checks: vrtest results

Downloads:

Reference manual: vrtest.pdf
Package source: vrtest_0.96.tar.gz
OS X binary: vrtest_0.96.tgz
Windows binary: vrtest_0.96.zip
Old sources: vrtest archive