Bayesian momentum strategy of the exchange rates
Year of publication: |
2012
|
---|---|
Authors: | Lee, Namhoon ; Bilson, John F. |
Published in: |
The international journal of finance. - Marlton, NJ, ISSN 1041-2743, ZDB-ID 1057445-1. - Vol. 24.2012, 4, p. 7427-7461
|
Subject: | Prognoseverfahren | Forecasting model | Wechselkurs | Exchange rate | Hauptkomponentenanalyse | Principal component analysis | Bayes-Statistik | Bayesian inference |
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