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Spectral tests of the Martingale hypothesis for exchange rates
Fong, Wai-mun - In: Journal of applied econometrics 10 (1995) 3, pp. 255-271
Persistent link: https://www.econbiz.de/10001183992
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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, pp. 51-59
Persistent link: https://www.econbiz.de/10001214311
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Do Asian stock market prices follow martingales? : Evidence from spectral shape tests
Fong, Wai-mun - In: Asia Pacific journal of management : APJM ; a … 11 (1994) 2, pp. 345-359
Persistent link: https://www.econbiz.de/10001174916
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The modified mixture of distributions model : a revisit
Fong, Wai-mun; Wong, Wing Keung - In: Annals of finance 2 (2006) 2, pp. 167-178
Persistent link: https://www.econbiz.de/10003282228