Foreign exchange market efficiency : fractional cointegration approach
Year of publication: |
2005
|
---|---|
Authors: | Belkacem, Lotfi ; Meddeb, Zahra el ; Boubaker, Heni |
Published in: |
International journal of business. - Taichung, Taiwan : College of Management, Chaoyang University of Technology, ISSN 1083-4346, ZDB-ID 1315114-9. - Vol. 10.2005, 3, p. 285-302
|
Subject: | Devisenmarkt | Foreign exchange market | Effizienzmarkthypothese | Efficient market hypothesis | Kointegration | Cointegration | Schätzung | Estimation | Tunesien | Tunisia |
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