EXC.ASC
Creators:
Wai Mun Fong
;
Sam Ouliaris
From the dataset abstract
A new family of spectral shape tests was proposed recently by Durlauf (1991) for testing the martingale hypothesis. Unlike the widely used variance ratio test, spectral shape tests are...
Source: Spectral tests of the martingale hypothesis for exchange rates (replication data)
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Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/7c298ef1-5ae7-4844-acb2-8cffaabc1ca2/resource/e0a31cc1-97fd-4f96-b163-b6ec48d4caf6/download/exc.asc |
| Last updated | November 9, 2022 |
| Created | November 9, 2022 |
