Working Paper
On the use of variance ratios in the analysis of nonstationary time series
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https://fraser.stlouisfed.org/title/finance-economics-discussion-series-1491/use-variance-ratios-analysis-nonstationary-time-series-717700
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Bibliographic Information
Provider: Board of Governors of the Federal Reserve System (U.S.)
Part of Series: Finance and Economics Discussion Series
Publication Date: 1989
Number: 89-97