Joint variance-ratio tests of the martingale hypothesis for exchange rates
Journal of Business and Economic Statistics
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Main Authors: | Fong, W.M., Koh, S.K., Ouliaris, S. |
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Other Authors: | FINANCE & ACCOUNTING |
Format: | Article |
Published: |
2013
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Subjects: | |
Online Access: | http://scholarbank.nus.edu.sg/handle/10635/44870 |
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Institution: | National University of Singapore |
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