Forecasting exchange rates with learning : Kalman filter versus martingale
Cheol S. Eun and Inbong Ha
| Year of publication: |
1991
|
|---|---|
| Authors: | Eun, Cheol S. |
| Other Persons: | Ha, Inbong (contributor) |
| Published in: |
Advances in investment analysis and portfolio management : a research annual. - Amsterdam [u.a.] : JAI, ZDB-ID 1116041-X. - Vol. 1.1991, p. 13-24
|
| Subject: | Wechselkurs | Exchange rate | Prognoseverfahren | Forecasting model | 1974-1983 |
| 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://www.econbiz.de/10001134304