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://jda-test.zbw.eu/dataset/8f043cfe-65a7-451c-a45e-9ab795a98160/resource/c30aeba0-b0dc-4cfe-b003-06c0979827bd/download/exc.asc |
| Last updated | November 4, 2022 |
| Created | November 4, 2022 |
