Mackinlay
This Sphinx extension is derived from Dan Mackinlay's sphinxcontrib.feed package. It relies on the feedformatter package instead of Django utils to generate the feed.
Platforms: *nix
License: Freeware | Size: 10.24 KB | Download (33): sphinxfeed Download |
This is a set of functions that allows to test the weak form market efficiency and thus the predictability of the time series returns through various tests: direct and indirect test.The direct tests are the two versions (individual and joint)of the variance ratio of Lo and MacKinlay (1988).The...
Platforms: Matlab
License: Freeware | Size: 532.48 KB | Download (48): Weak form market efficiency tests Download |