共 20 条
- [13] A VARIANCE-RATIO TEST OF RANDOM-WALKS IN FOREIGN-EXCHANGE RATES [J]. JOURNAL OF FINANCE, 1991, 46 (02) : 773 - 785
- [17] ON UNIT ROOTS AND THE EMPIRICAL MODELING OF EXCHANGE-RATES [J]. JOURNAL OF FINANCE, 1982, 37 (04) : 1029 - 1035
- [18] Park JY, 1999, ECONOMET THEOR, V15, P269
- [19] Pollard D., 1990, CBMS REGIONAL C SERI, V2