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

Raheel Asif (UGent) and Michael Frömmel (UGent)
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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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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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