Revisiting the weak-form efficiency of the EUR/CHF exchange...

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Physica A: Statistical Mechanics and its Applications 2019 / 3

Revisiting the weak-form efficiency of the EUR/CHF exchange rate market: Evidence from episodes of different Swiss franc regimes

Yang, Yan-Hong, Shao, Ying-Hui, Shao, Hao-Lin, Stanley, H. Eugene
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Journal:
Physica A: Statistical Mechanics and its Applications
DOI:
10.1016/j.physa.2019.02.056
Date:
March, 2019
File:
PDF, 2.77 MB
2019
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