Market efficiency of Brazilian exchange rate: Evidence from variance ratio statistics and technical trading rules
type: Item
instance of: scholarly article
title: Market efficiency of Brazilian exchange rate: Evidence from variance ratio statistics and technical trading rules
zbMATH Open document ID: 1168.91478
author: Benjamin Miranda Tabak
author: Eduardo J. A. Lima
published in: European Journal of Operational Research
publication date: 2008-12-05T00:00:00Z
Mathematics Subject Classification ID: 91B74
Mathematics Subject Classification ID: 91B82
Mathematics Subject Classification ID: 91B84
zbMATH DE Number: 5378387
zbMATH Keywords: block bootstrap
zbMATH Keywords: variance ratio
zbMATH Keywords: random walk
zbMATH Keywords: exchange rates
zbMATH Keywords: emerging markets
MaRDI profile type: Publication
full work available at URL: j.ejor.2008.01.005
OpenAlex ID: W2058122893
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DOI: 10.1016/J.EJOR.2008.01.005
description: scientific article; zbMATH DE number 5378387