keyword Detrended Fluctuation Analysis ‎/ (1 Article)

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Modified R/S and DFA Analyses of Foreign Exchange Market Efficiency under Two Exchange Rate Regimes: A Case Study of Iran

Writer : Rasekhi، Saeed ؛ Shahrazi، Mahdi ؛

Journal:پژوهش های اقتصادی ایران»Winter 2014 - Number 57 Ranking Science-Research (Ministry of Science/ISC (‎26 page(s) - From 1 to 26 )
Keywords:Forecasting Rial high Efficient Market Hypothesis Random Walk Scaling long memory Rescaled Range Analysis Detrended Fluctuation Analysis Unit Root Tests Dollar Exchange Rate series frequency data.JEL classification: F31 F37 C00 G17 G14.Exchange Rate Iran

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