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Chow, V. and Denning, K. (1993) A Simple Variance Ratio Test. Journal of Econometrics, 58, 385-401.
http://dx.doi.org/10.1016/0304-4076(93)90051-6

has been cited by the following article:

• TITLE: Weighted Bootstrap Approach for the Variance Ratio Tests: A Test of Market Efficiency

  AUTHORS: Dilip Kumar

  KEYWORDS: Monte Carlo Experiment, Weighted Bootstrap, Variance Ratio, Return Predictability

  JOURNAL NAME: Theoretical Economics Letters, Vol.6 No.3, June 3, 2016

  ABSTRACT: By means of Monte Carlo experiments using the weighted bootstrap, we evaluate the size and power properties in small samples of Chow and Denning’s [1] multiple variance ratio test and the automatic variance ratio test of Choi [2]. Our results indicate that the weighted bootstrap tests exhibit desirable size properties and substantially higher power than corresponding conventional tests.