RANDOM WALK AND FORWARD EXCHANGE RATES - SPECTRAL ANALYSIS

被引：4

作者：

UPSON, RB ^{[1
]}

机构：

[1] UNIV MINNESOTA,MINNEAPOLIS,MN 55455

来源：

关键词：

D O I：

10.2307/2329624

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：1897 / 1905

页数：9

共 12 条

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[4] *FED RES SYST, 1962, FEDERAL RESERVE B
[5] Godfrey M., 1964, KYKLOS, V17, P1, DOI DOI 10.1111/J.1467-6435.1964.TB02458.X
[6] GRANGER CWJ, 1964, SPECTRAL ANALYSIS EC
[7] Grubel H. G., 1966, FORWARD EXCHANGE SPE
[8] JENKINS GM, 1968, SPECTRAL ANALYSIS IT
[9] THE VARIATION OF CERTAIN SPECULATIVE PRICES
MANDELBROT, B
[J]. JOURNAL OF BUSINESS, 1963, 36 (04) : 394 - 419
[10] NEW LOOK AT RANDOM WALK HYPOTHESIS
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[J]. JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 1968, 3 (03) : 235 - 281