Linear and non-linear (non-)forecastability of high-frequency exchange rates
Year of publication: |
1997
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Authors: | Brooks, Chris |
Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 16.1997, 2, p. 125-145
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Subject: | Zeitreihenanalyse | Time series analysis | Wechselkurs | Exchange rate | Prognose | Forecast | Pfund Sterling | Pound Sterling | Französischer Franc | French franc | Deutsche Mark | US-Dollar | US dollar | Theorie | Theory | Welt | World |
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