A variance ratio test of the behaviour of some FTSE equity indices using ranks and signs

Opong, K. (2005) A variance ratio test of the behaviour of some FTSE equity indices using ranks and signs. Review of Quantitative Finance and Accounting, 24(1), pp. 93-109. (doi: 10.1007/s11156-005-5328-3)

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Item Type:Articles
Status:Published
Refereed:Yes
Glasgow Author(s) Enlighten ID:Opong, Professor Kwaku
Authors: Opong, K.
College/School:College of Social Sciences > Adam Smith Business School > Accounting and Finance
Journal Name:Review of Quantitative Finance and Accounting

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