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Multivariate variance ratio statistics. (2014). LINTON, OLIVER ; Zhang, Hui Jun ; Hong, Seok Young .
In: CeMMAP working papers.
RePEc:ifs:cemmap:29/14.

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  1. Generalized Variance-Ratio Tests in the Presence of Statistical Dependence. (2015). Kougoulis, Periklis ; Coakley, Jerry ; Nankervis, John C ; Osborn, Denise ; Kellard, Neil.
    In: Journal of Time Series Analysis.
    RePEc:bla:jtsera:v:36:y:2015:i:5:p:687-705.

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