Testing Long memory in the exchange rates and its implications for the adaptive market hypothesis
- Author
- Raheel Asif (UGent) and Michael Frömmel (UGent)
- 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
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Citation
Please use this url to cite or link to this publication: http://hdl.handle.net/1854/LU-8739705
- 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://dx.doi.org/10.1016/j.physa.2022.126871}},
volume = {{593}},
year = {{2022}},
}
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