Error correction modelling and dynamic specifications as a conduit to outperforming the random walk in exchange rate forecasting
Imad Moosa and Kelly Burns
| Year of publication: |
2014
|
|---|---|
| Authors: | Moosa, Imad A. ; Burns, Kelly |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 46.2014, 25/27, p. 3107-3118
|
| Subject: | forecasting | random walk | exchange rate models | error correction models | Wechselkurs | Exchange rate | Prognoseverfahren | Forecasting model | Random Walk | Random walk | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Kointegration | Cointegration | Wechselkurstheorie | Exchange rate theory | Prognose | Forecast |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010418113