THE STATISTICAL PROPERTIES OF DAILY FOREIGN-EXCHANGE RATES - 1974-1983

被引：177

作者：

HSIEH, DA

机构：

来源：

关键词：

D O I：

10.1016/0022-1996(88)90025-6

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：129 / 145

页数：17

共 25 条

[1]

BERNDT EK, 1974, ANN ECON SOC MEAS, V3, P653

[2]

BOOTHE P, 1985, UNPUB STATISTICAL DI

[3]

Brown MB., 1974, J AM STAT ASSOC, V69, DOI [DOI 10.1080/01621459.1974.10482955, 10.1080/01621459.1974.10482955]

[4]

BURT J, 1977, J FINANC, V32, P1325

[5] THE BEHAVIOR OF FOREIGN-EXCHANGE RATES [J].

CALDERONROSSELL, JR ;

BENHORIM, M .

[6] SPOT RATES, FORWARD RATES AND EXCHANGE MARKET EFFICIENCY [J].

CORNELL, B .

[7]

DIEBOLD FX, 1986, UNPUB TESTING SERIAL

DOMOWITZ, I ;

HAKKIO, CS .

ENGLE, RF .

[10] STOCK RETURNS AND THE WEEKEND EFFECT [J].

FRENCH, KR .