Fundamentals and exchange rate prediction revisited
Yi-Chiuan Wang, Jhy-Lin Wu
| Year of publication: |
December 2015
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|---|---|
| Authors: | Wang, Yi-Chiuan ; Wu, Jyh-lin |
| Published in: |
Journal of money, credit and banking : JMCB. - Malden, Mass. [u.a.] : Wiley-Blackwell, ISSN 0022-2879, ZDB-ID 218362-6. - Vol. 47.2015, 8, p. 1651-1671
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| Subject: | independent components | principal components | random walk | exchange rates | out-of-sample prediction | Wechselkurs | Exchange rate | Prognoseverfahren | Forecasting model | Random Walk | Random walk | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
| 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/10011483981