An analysis on the trend predictability of the US dollar- Philippine peso exchange rates : impact on market efficiency
Predictability of foreign exchange rate market in the Philippines have not yet been fully explored. In the study, the researchers utilized Hurst exponent in obtaining the US-PHP exchange rate trends. The Hurst exponent is a statistical tool used to classify time series. H=0.5 indicates a random se...
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| Main Authors: | , , , |
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| Format: | text |
| Language: | English |
| Published: |
Animo Repository
2016
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| Subjects: | |
| Online Access: | https://animorepository.dlsu.edu.ph/etd_bachelors/7756 |
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| Institution: | De La Salle University |
| Language: | English |