Publisher review:Variance Ratio Test - Variance ratio and related statistics. Function that allows to calculate the Variance Ratio Test of a time series with and without the heteroskedasticity assumption. Requirements: ยท MATLAB Release: R14
Matlab Variance Ratio Test is a Matlab script for Financial Modeling and Analysis scripts design by Anis Ben Hassen.
It runs on following operating system: Windows / Linux / Mac OS / BSD / Solaris.
Operating system:Windows / Linux / Mac OS / BSD / Solaris