Markov Switching Based Nonlinear Tests for Market Efficiency Using the R$/US$ Exchange Rate

Márcio Laurini and M. S. Portugal

Finance Lab Working Papers from Finance Lab, Insper Instituto de Ensino e Pesquisa

Date: 2003-10
New Economics Papers: this item is included in nep-ets, nep-fin and nep-ifn
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Citations: View citations in EconPapers (2)

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