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Does the exchange rate follow a random walk? A Monte Carlo ..:
Hakkio, Craig
Journal of International Money and Finance. 5 (1986) 2 - p. 221-229 , 1986
Link:
https://doi.org/10.1016/0261-5606(86)90043-4
RT Journal T1 <Title>Does the exchange rate follow a random walk? A Monte Carlo study of four tests for a random walk</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1016_0261-5606(86)90043-4&Exemplar=1&LAN=DE A1 Hakkio, Craig PB Elsevier BV YR 1986 SN 0261-5606 JF Journal of International Money and Finance VO 5 IS 2 SP 221 OP 229 LK http://dx.doi.org/https://doi.org/10.1016/0261-5606(86)90043-4 DO https://doi.org/10.1016/0261-5606(86)90043-4 SF ELIB - SuUB Bremen
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