Market efficiency of Brazilian exchange rate: Evidence from variance ratio statistics and technical trading rules

DOI10.1016/j.ejor.2008.01.005zbMath1168.91478MaRDI QIDQ958567

Eduardo J. A. Lima, Benjamin Miranda Tabak

Publication date: 5 December 2008

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2008.01.005

zbMATH Keywords

random walk; exchange rates; emerging markets; block bootstrap; variance ratio

Mathematics Subject Classification ID

91B84: Economic time series analysis

91B74: Economic models of real-world systems (e.g., electricity markets, etc.)

91B82: Statistical methods; economic indices and measures

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