A re-examination of variance-ratio test of random walks in foreign exchange rates
Yuanchen Chang
| Year of publication: |
2004
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|---|---|
| Authors: | Chang, Yuanchen |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 14.2004, 9, p. 671-679
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| Subject: | Wechselkurs | Exchange rate | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Statistische Methodenlehre | Statistical theory | Random Walk | Random walk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002091410