Academic Bibliography

 Search 200 years of publications by Ghent University researchers.
Advanced search
1 file | 427.67 KB
Add to list
  1. Search results
  2. Testing Long memory in the exchange r...

Testing Long memory in the exchange rates and its implications for the adaptive market hypothesis

Raheel Asif (UGent) and Michael Frömmel (UGent)
(2022) PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS. 593.
Author
Organization
Keywords
Foreign Exchange Market, Emerging Economies, Hurst Exponent, Bootstrapping, Time-varying Efficiency, Adaptive Market Hypothesis, BECOMING WEAKLY EFFICIENT, RANGE DEPENDENCE, STATISTICAL PROPERTIES, RETURN PREDICTABILITY, EMERGING MARKETS, FORM EFFICIENCY, HURST EXPONENT, RANDOM-WALKS, TIME, LIQUIDITY

Downloads

  • Download
    (...).pdf
    • full text (Published version)
    • |
    • UGent only
    • |
    • PDF
    • |
    • 427.67 KB

Citation

Please use this url to cite or link to this publication:

MLA
Asif, Raheel, and Michael Frömmel. “Testing Long Memory in the Exchange Rates and Its Implications for the Adaptive Market Hypothesis.” PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, vol. 593, 2022, doi:10.1016/j.physa.2022.126871.
APA
Asif, R., & Frömmel, M. (2022). Testing Long memory in the exchange rates and its implications for the adaptive market hypothesis. PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, 593. https://doi.org/10.1016/j.physa.2022.126871
Chicago author-date
Asif, Raheel, and Michael Frömmel. 2022. “Testing Long Memory in the Exchange Rates and Its Implications for the Adaptive Market Hypothesis.” PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 593. https://doi.org/10.1016/j.physa.2022.126871.
Chicago author-date (all authors)
Asif, Raheel, and Michael Frömmel. 2022. “Testing Long Memory in the Exchange Rates and Its Implications for the Adaptive Market Hypothesis.” PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 593. doi:10.1016/j.physa.2022.126871.
Vancouver
1.
Asif R, Frömmel M. Testing Long memory in the exchange rates and its implications for the adaptive market hypothesis. PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS. 2022;593.
IEEE
[1]
R. Asif and M. Frömmel, “Testing Long memory in the exchange rates and its implications for the adaptive market hypothesis,” PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, vol. 593, 2022.
@article{8739705,
  articleno    = {{126871}},
  author       = {{Asif, Raheel and Frömmel, Michael}},
  issn         = {{0378-4371}},
  journal      = {{PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS}},
  keywords     = {{Foreign Exchange Market,Emerging Economies,Hurst Exponent,Bootstrapping,Time-varying Efficiency,Adaptive Market Hypothesis,BECOMING WEAKLY EFFICIENT,RANGE DEPENDENCE,STATISTICAL PROPERTIES,RETURN PREDICTABILITY,EMERGING MARKETS,FORM EFFICIENCY,HURST EXPONENT,RANDOM-WALKS,TIME,LIQUIDITY}},
  language     = {{eng}},
  pages        = {{17}},
  title        = {{Testing Long memory in the exchange rates and its implications for the adaptive market hypothesis}},
  url          = {{http://doi.org/10.1016/j.physa.2022.126871}},
  volume       = {{593}},
  year         = {{2022}},
}
Altmetric
View in Altmetric
Web of Science
Times cited: