A variance-ratio test of random walks in foreign exchange rates
Christina Y. Liu and Jia He
| Year of publication: |
1991
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|---|---|
| Authors: | Liu, Christina Y. |
| Other Persons: | He, Jia (contributor) |
| Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 46.1991, 2, p. 773-785
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| Subject: | Wechselkurs | Exchange rate | Zeitreihenanalyse | Time series analysis | Statistische Methodenlehre | Statistical theory | Theorie | Theory | USA | United States | 1974-1989 |
| 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/10001108666