Time‐series properties and predictability of Greek exchange rates
- 1 March 1994
- journal article
- research article
- Published by Wiley in Managerial and Decision Economics
- Vol. 15 (2) , 159-167
- https://doi.org/10.1002/mde.4090150208
Abstract
No abstract availableKeywords
This publication has 18 references indexed in Scilit:
- ARCH modeling in financeJournal of Econometrics, 1992
- Stochastic modeling of security returns: Evidence from the Helsinki Stock ExchangeEuropean Journal of Operational Research, 1992
- Conditional Dependence in Precious Metal PricesThe Financial Review, 1991
- Conditional Heteroscedasticity in Time Series of Stock Returns: Evidence and ForecastsThe Journal of Business, 1989
- A Conditionally Heteroskedastic Time Series Model for Speculative Prices and Rates of ReturnThe Review of Economics and Statistics, 1987
- Unit Roots Tests: Evidence from the Foreign Exchange Futures MarketJournal of Financial and Quantitative Analysis, 1987
- Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom InflationEconometrica, 1982
- Likelihood Ratio Statistics for Autoregressive Time Series with a Unit RootEconometrica, 1981
- Stationarity of Random Data: Some Implications for the Distribution of Stock Price ChangesJournal of Financial and Quantitative Analysis, 1971
- The Behavior of Stock-Market PricesThe Journal of Business, 1965