Joint variance-ratio tests of the martingale hypothesis for exchange rates

Journal of Business and Economic Statistics

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Bibliographic Details
Main Authors:	Fong, W.M., Koh, S.K., Ouliaris, S.
Other Authors:	FINANCE & ACCOUNTING
Format:	Article
Published:	2013
Subjects:	Exchange rates Multiple-comparisons test Overlapping observations
Online Access:	http://scholarbank.nus.edu.sg/handle/10635/44870
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Institution:	National University of Singapore

id	sg-nus-scholar.10635-44870
record_format	dspace
spelling	sg-nus-scholar.10635-448702015-01-16T07:42:57Z Joint variance-ratio tests of the martingale hypothesis for exchange rates Fong, W.M. Koh, S.K. Ouliaris, S. FINANCE & ACCOUNTING BUSINESS POLICY Exchange rates Multiple-comparisons test Overlapping observations Journal of Business and Economic Statistics 15 1 51-59 2013-10-10T02:56:57Z 2013-10-10T02:56:57Z 1997 Article Fong, W.M.,Koh, S.K.,Ouliaris, S. (1997). Joint variance-ratio tests of the martingale hypothesis for exchange rates. Journal of Business and Economic Statistics 15 (1) : 51-59. ScholarBank@NUS Repository. 07350015 http://scholarbank.nus.edu.sg/handle/10635/44870 NOT_IN_WOS Scopus
institution	National University of Singapore
building	NUS Library
country	Singapore
collection	ScholarBank@NUS
topic	Exchange rates Multiple-comparisons test Overlapping observations
spellingShingle	Exchange rates Multiple-comparisons test Overlapping observations Fong, W.M. Koh, S.K. Ouliaris, S. Joint variance-ratio tests of the martingale hypothesis for exchange rates
description	Journal of Business and Economic Statistics
author2	FINANCE & ACCOUNTING
author_facet	FINANCE & ACCOUNTING Fong, W.M. Koh, S.K. Ouliaris, S.
format	Article
author	Fong, W.M. Koh, S.K. Ouliaris, S.
author_sort	Fong, W.M.
title	Joint variance-ratio tests of the martingale hypothesis for exchange rates
title_short	Joint variance-ratio tests of the martingale hypothesis for exchange rates
title_full	Joint variance-ratio tests of the martingale hypothesis for exchange rates
title_fullStr	Joint variance-ratio tests of the martingale hypothesis for exchange rates
title_full_unstemmed	Joint variance-ratio tests of the martingale hypothesis for exchange rates
title_sort	joint variance-ratio tests of the martingale hypothesis for exchange rates
publishDate	2013
url	http://scholarbank.nus.edu.sg/handle/10635/44870
_version_	1681082981692735488

Joint variance-ratio tests of the martingale hypothesis for exchange rates

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