A Variance-Ratio Test of Random Walks in Foreign Exchange Rates

Resource

The Journal of Finance, v.46 n.2 p.773-784

Journal

The Journal of Finance

Journal Volume

v.46 n.2 p.773-784

Pages

-

Date Issued

1991-06

Date

1991-06

Author(s)

Liu, Christina-Yu

URI

Type

journal article