Random Walk as a Universal Test of Weak-Form Foreign Exchange Market Efficiency : A Proof
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Bibliographic InfoArticle provided by SKEMA Business School in its journal Frontiers in Finance and Economics.
Volume (Year): 1 (2004)
Issue (Month): 1 (June)
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Martingale; rational expectation; random walk; weak-form foreign exchange market efficiency;
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- F3 - International Economics - - International Finance
- C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
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