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subject:"Exchange rate"
~person:"Ouliaris, Sam"
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Ouliaris, Sam
Brandt, Michael W.
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Journal of applied econometrics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Joint variance-ratio tests of the martingale hypothesis for exchange rates
Fong, Wai-mun
- In:
Journal of business & economic statistics : JBES ; a …
15
(
1997
)
1
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pp. 51-59
Persistent link: https://www.econbiz.de/10001214311
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Spectral tests of the Martingale hypothesis for exchange rates
Fong, Wai-mun
- In:
Journal of applied econometrics
10
(
1995
)
3
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pp. 255-271
Persistent link: https://www.econbiz.de/10001183992
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