Markov Switching Based Nonlinear Tests for Market Efficiency Using the R$/US$ Exchange Rate
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Bibliographic InfoPaper provided by Finance Lab, Insper Instituto de Ensino e Pesquisa in its series Finance Lab Working Papers with number flwp_51.
Date of creation: Oct 2003
Date of revision:
This paper has been announced in the following NEP Reports:
- NEP-ALL-2003-03-03 (All new papers)
- NEP-ETS-2003-03-03 (Econometric Time Series)
- NEP-FIN-2003-03-03 (Finance)
- NEP-IFN-2003-03-03 (International Finance)
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