Nonparametric testing of the high-frequency efficiency of the 1997 Asian foreign exchange markets
Cornelis Los
Journal of Multinational Financial Management, 1999, vol. 9, issue 3-4, 265-289
Date: 1999
References: Add references at CitEc
Citations: View citations in EconPapers (8)
Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S1042-444X(99)00012-2
Full text for ScienceDirect subscribers only
Related works:
Working Paper: Nonparametric Testing of the High-Frequency Efficiency of the 1997 Asian Foreign Exchange Markets (2004)
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
HTML/Text
Persistent link: https://EconPapers.repec.org/RePEc:eee:mulfin:v:9:y:1999:i:3-4:p:265-289
Access Statistics for this article
Journal of Multinational Financial Management is currently edited by I. Mathur and G. G. Booth
More articles in Journal of Multinational Financial Management from Elsevier
Bibliographic data for series maintained by Catherine Liu (repec@elsevier.com).