vrtest (0.94)

Variance Ratio tests and spectral shape tests for Weak-form Market Efficiency.

http://cran.r-project.org/web/packages/vrtest

A collection of variance ratio and spectral shapte tests

Maintainer: Jae H. Kim
Author(s): Jae H. Kim

License: GPL (>= 2)

Uses: Does not use any package

Released over 10 years ago.