Regression vs. Volatility Tests of the Efficiency of Foreign Exchange Markets
| Year of publication: |
1987-01-27
|
|---|---|
| Authors: | Frankel, Jeffrey A. ; Stock, James H. |
| Institutions: | Institute of Business and Economic Research (IBER), Walter A. Haas School of Business |
| Subject: | variance-bounds | volatility test | exchange rates | Social and Behavioral Sciences |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | The text is part of a series Department of Economics, UCB |
| Source: |
Persistent link: https://www.econbiz.de/10010677754