Market efficiency of Brazilian exchange rate: Evidence from variance ratio statistics and technical trading rules (Q958567)
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scientific article; zbMATH DE number 5378387
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| English | Market efficiency of Brazilian exchange rate: Evidence from variance ratio statistics and technical trading rules |
scientific article; zbMATH DE number 5378387 |
Statements
Market efficiency of Brazilian exchange rate: Evidence from variance ratio statistics and technical trading rules (English)
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5 December 2008
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block bootstrap
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variance ratio
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random walk
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exchange rates
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emerging markets
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0.7146109938621521
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0.7144631743431091
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0.7026465535163879
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0.6939423084259033
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0.6928253769874573
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