Uses of Record Class
com.quantfinlib.microstructure.VarianceRatio.Result

Packages that use VarianceRatio.Result

Package	Description
com.quantfinlib.microstructure	Market microstructure analytics: impact, liquidity, order-flow signals and intraday curves.

Uses of VarianceRatio.Result in com.quantfinlib.microstructure

Methods in com.quantfinlib.microstructure that return VarianceRatio.Result

Modifier and Type	Method	Description
static VarianceRatio.Result	VarianceRatio.test(double[] returns, int q)	Runs the Lo-MacKinlay (1988) variance ratio test.