Welcome to the upgraded MacSphere! We're putting the finishing touches on it; if you notice anything amiss, email macsphere@mcmaster.ca

Efficiency of foreign exchange markets: an empirical study using maximum entropy spectral analysis

Simple item page
dc.contributor.authorCallen, Lawrence Jeffreyen_US
dc.contributor.authorKwan, Clarence C.Y.en_US
dc.contributor.authorYip, P.en_US
dc.contributor.authorMcMaster University, Faculty of Businessen_US
dc.date.accessioned2014-06-17T20:35:30Z
dc.date.available2014-06-17T20:35:30Z
dc.date.created2013-12-23en_US
dc.date.issued1982-07en_US
dc.description<p>25, [7] p. ; Includes bibliographical references (p. 24-25). ; Cover title.</p>en_US
dc.identifier.otherdsb/151en_US
dc.identifier.other1150en_US
dc.identifier.other4944174en_US
dc.identifier.urihttp://hdl.handle.net/11375/5493
dc.relation.ispartofseriesResearch and working paper series (McMaster University. Faculty of Business)en_US
dc.relation.ispartofseriesno. 191en_US
dc.subjectBusinessen_US
dc.subjectBusinessen_US
dc.subject.lccForeign exchange market > Mathematical models Foreign exchange rates > Mathematical modelsen_US
dc.titleEfficiency of foreign exchange markets: an empirical study using maximum entropy spectral analysisen_US
dc.typearticleen_US

Files

Original bundle

Now showing 1 - 1 of 1
Thumbnail Image
Name:
fulltext.pdf
Size:
765.38 KB
Format:
Adobe Portable Document Format
Download

Collections

DeGroote School of Business Working Paper Series