A VARIANCE-RATIO TEST OF RANDOM-WALKS IN FOREIGN-EXCHANGE RATES

被引：90

作者：

LIU, CY ^{[1
]}

HE, J ^{[1
]}

机构：

[1] DE PAUL UNIV, CHICAGO, IL 60614 USA

来源：

JOURNAL OF FINANCE | 1991年 / 46卷 / 02期

关键词：

D O I：

10.2307/2328848

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：773 / 785

页数：13

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