Random Walk as a Universal Test of Weak-Form Foreign Exchange Market Efficiency : A Proof
| Year of publication: |
2004
|
|---|---|
| Authors: | Ghartey, Edward E. |
| Published in: |
Frontiers in Finance and Economics. - SKEMA Business School, ISSN 1814-2044. - Vol. 1.2004, 1, p. 37-45
|
| Publisher: |
SKEMA Business School |
| Subject: | Martingale | rational expectation | random walk | weak-form foreign exchange market efficiency |
| Extent: | application/pdf |
|---|---|
| Type of publication: | Article |
| Classification: | F3 - International Finance ; C1 - Econometric and Statistical Methods: General |
| Source: |
Persistent link: https://www.econbiz.de/10004998311