Entropy risk factor model of exchange rate prediction
Darrol J. Stanley, Levan Efremidze & Jannie Rossouw
| Year of publication: |
July 2017
|
|---|---|
| Authors: | Stanley, Darrol J. ; Efremidze, Levan ; Rossouw, Jannie |
| Published in: |
International journal of financial research. - Toronto : Sciedu Press, ISSN 1923-4023, ZDB-ID 2611282-6. - Vol. 8.2017, 3, p. 51-56
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| Subject: | exchange rate | currency trading | market timing | entropy | South African rand | asset pricing | USD/ZAR | Wechselkurs | Exchange rate | Entropie | Entropy | Südafrika | South Africa | Prognoseverfahren | Forecasting model | Theorie | Theory | CAPM | Devisenmarkt | Foreign exchange market | Portfolio-Management | Portfolio selection | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.5430/ijfr.v8n3p51 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011779652