RANDOM WALK AND FORWARD EXCHANGE RATES - SPECTRAL ANALYSIS

被引：4

作者：

UPSON, RB ^{[1
]}

机构：

[1] UNIV MINNESOTA,MINNEAPOLIS,MN 55455

来源：

关键词：

D O I：

10.2307/2329624

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：1897 / 1905

页数：9

共 12 条

[1]

Bachelier L., 1964, RANDOM CHARACTER STO

[2]

*BANK ENGL, 1965, QUART B

[3] THE BEHAVIOR OF STOCK-MARKET PRICES [J].

FAMA, EF .

[4]

*FED RES SYST, 1962, FEDERAL RESERVE B

[5]

Godfrey M., 1964, KYKLOS, V17, P1, DOI DOI 10.1111/J.1467-6435.1964.TB02458.X

[6]

GRANGER CWJ, 1964, SPECTRAL ANALYSIS EC

[7]

Grubel H. G., 1966, FORWARD EXCHANGE SPE

[8]

JENKINS GM, 1968, SPECTRAL ANALYSIS IT

[9] THE VARIATION OF CERTAIN SPECULATIVE PRICES [J].

MANDELBROT, B .

[10] NEW LOOK AT RANDOM WALK HYPOTHESIS [J].

SMIDT, S .