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MLA
“The Size and Power of the Variance Ratio Test in Finite Samples: A Monte Carlo Investigation.” A Non-Random Walk Down Wall Street, by Andrew W. Lo and A. Craig MacKinlay, Princeton University Press, Princeton; Oxford, 1999, pp. 47–84, www.jstor.org/stable/j.ctt7tccx.9. Accessed 29 July 2021.
APA
Lo, A., & MacKinlay, A. (1999). The Size and Power of the Variance Ratio Test in Finite Samples: A Monte Carlo Investigation. In A Non-Random Walk Down Wall Street (pp. 47-84). Princeton; Oxford: Princeton University Press. Retrieved July 29, 2021, from http://www.jstor.org/stable/j.ctt7tccx.9
CHICAGO
Lo, Andrew W., and A. Craig MacKinlay. "The Size and Power of the Variance Ratio Test in Finite Samples: A Monte Carlo Investigation." In A Non-Random Walk Down Wall Street, 47-84. Princeton; Oxford: Princeton University Press, 1999. Accessed July 29, 2021. http://www.jstor.org/stable/j.ctt7tccx.9.

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