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

• 成果类型: Article
• 署名作者: LIU, CY; HE, J
• 署名单位: DePaul University
• 刊物名称: JOURNAL OF FINANCE
• ISSN/ISSBN: 0022-1082
• DOI: 10.2307/2328848
• 发表日期: 1991
• 页码: 773-785
• 关键词: market; BEHAVIOR