Efficient market hypothesis and the RMB-Dollar rates : a nonlinear modeling of the exchange rate
Hongxing Yao & Abdul Rashid Abdul Rahaman
| Year of publication: |
February 2018
|
|---|---|
| Authors: | Yao, Hongxing ; Rahaman, Abdul Rashid Abdul |
| Published in: |
International journal of economics and finance. - Toronto, ISSN 1916-971X, ZDB-ID 2531850-0. - Vol. 10.2018, 2, p. 150-160
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| Subject: | Self Exciting Threshold Auto-regression (SETAR) | Reduced-form Vector Autoregression (VAR) | exchange rates | root mean square error | Renminbi | Wechselkurs | Exchange rate | VAR-Modell | VAR model | Effizienzmarkthypothese | Efficient market hypothesis | Schätzung | Estimation | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.5539/ijef.v10n2p150 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011816422