Joint variance-ratio tests of the martingale hypothesis for exchange rates
Wai Mun Fong and Seng Kee Koh ; Sam Ouliaris
| Year of publication: |
1997
|
|---|---|
| Authors: | Fong, Wai-mun |
| Other Persons: | Kee, Koh Seng (contributor) ; Ouliaris, Sam (contributor) |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 15.1997, 1, p. 51-59
|
| Subject: | Wechselkurs | Exchange rate | Schätztheorie | Estimation theory | Statistische Methodenlehre | Statistical theory | Theorie | Theory | Schätzung | Estimation | USA | United States | 1979-1989 |
| Extent: | Graph. Darst |
|---|---|
| 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/10001214311