Simple foreign exchange market efficiency revisited

DOI10.1016/0165-1765(94)00487-0zbMath0875.90161OpenAlexW2080057534WikidataQ127149142 ScholiaQ127149142MaRDI QIDQ5894563

Antonio V. Ligeralde

Publication date: 27 February 1997

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(94)00487-0

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82)

Related Items (1)

Market efficiency in foreign exchange market

Cites Work

• Large Sample Properties of Generalized Method of Moments Estimators
• The Fitting of Time-Series Models
• A Time Series Analysis of Representative Agent Models of Consumption and Leisure Choice under Uncertainty

This page was built for publication: Simple foreign exchange market efficiency revisited