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https://ptsldigital.ukm.my/jspui/handle/123456789/783768Full metadata record
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | G. Wenchi Kao | - |
| dc.contributor.author | Jia He | - |
| dc.date.accessioned | 2026-06-24T03:36:08Z | - |
| dc.date.available | 2026-06-24T03:36:08Z | - |
| dc.identifier.uri | https://ptsldigital.ukm.my/jspui/handle/123456789/783768 | - |
| dc.description.abstract | In recent years, there have been substantial interests on spot and forward foreign exchange rates. One type of studies focuses on whether market forecast is an unbiased predictor of future spot rate. This un-biasedness argument is not supported by empirical findings. Other studies examine auto-regressive representation of the exchange rate and find its underlying process to be well approximated by random walks. | en_US |
| dc.language.iso | en | en_US |
| dc.subject | Exchange rate | en_US |
| dc.title | Memories, heteroscedasticity, and price limit in currency futures market | en_US |
| dc.type | Seminar Papers | en_US |
| dc.format.pages | 72 | en_US |
| dc.identifier.callno | HC681.P338 1990 katsem | en_US |
| dc.contributor.conferencename | Pacific-Basin Finance Conference | - |
| dc.coverage.conferencelocation | Bangkok, Thailand | - |
| dc.date.conferencedate | 1990-06-04 | - |
| Appears in Collections: | Seminar Papers/ Proceedings / Kertas Kerja Seminar/ Prosiding | |
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