Title of article
Are long-term return anomalies illusions?: Evidence from the spot Yen
Author/Authors
Jonathan Batten، نويسنده , , Craig Ellis، نويسنده , , Thomas A. Fetherston، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2000
Pages
13
From page
337
To page
349
Keywords
long-term memory , CUSUM , Rescaled range statistic
Journal title
Japan and the World Economy
Serial Year
2000
Journal title
Japan and the World Economy
Record number
228427
Link To Document