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Joint Variance-Ratio Tests of the Martingale Hypothesis for Exchange Rates

✍ Scribed by Wai Mun Fong, Seng Kee Koh and Sam Ouliaris

Book ID: 124697449
Publisher: American Statistical Association
Year: 1997
Tongue: English
Weight: 438 KB
Volume: 15
Category: Article
ISSN: 0735-0015
DOI: 10.2307/1392073

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