Foreign exchange rate forecasts using vector autoregressive moving average models
Ken Hung and Yang-Tzong Tsay
| Year of publication: |
1996
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|---|---|
| Authors: | Hung, Ken |
| Other Persons: | Tsay, Yang-tzong (contributor) |
| Published in: |
Advances in quantitative analysis of finance and accounting : a research annual. - River Edge, NJ [u.a.] : World Scientific, ISSN 1061-8910, ZDB-ID 1089104-3. - Vol. 4.1996, p. 239-261
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| Subject: | Wechselkurs | Exchange rate | Prognoseverfahren | Forecasting model | Theorie | Theory | Pfund Sterling | Pound Sterling | Yen | Deutsche Mark | Französischer Franc | French franc | Schweizer Franken | Swiss franc | USA | United States |
| 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/10001202926