A re-examination of variance-ratio test of random walks in foreign exchange rates
Year of publication: |
2004
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Authors: | Chang, Yuanchen |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 14.2004, 9, p. 671-679
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Subject: | Wechselkurs | Exchange rate | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Random Walk | Random walk | Statistische Methodenlehre | Statistical theory |
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