مرکز منطقه ای اطلاع رساني علوم و فناوري - irst and second order\Inefficiency\In Australasian currency markets

Title of article :

irst and second order\Inefficiency\In Australasian currency markets

Author/Authors :

Gerard L. Gannon، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 1996

Pages :

From page :

315

To page :

327

Keywords :

Currency market efficiency , Multivariate testing , GARCH , Common volatility , Commonroots

Journal title :

Pacific-Basin Finance Journal

Serial Year :

1996

Journal title :

Pacific-Basin Finance Journal

Record number :

249175

Link To Document :