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The dynamics of DM-£ exchange rate volatility : a SWARCH analysis
Fong, Wai-mun - In: International journal of finance & economics : IJFE 3 (1998) 1, pp. 59-71
Persistent link: https://www.econbiz.de/10001246071
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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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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