Model-free evaluation of directional predictability in foreign exchange markets
Year of publication: |
2007
|
---|---|
Authors: | Chung, Jaehun ; Hong, Yongmiao |
Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 22.2007, 5, p. 855-889
|
Subject: | Devisenmarkt | Foreign exchange market | Prognoseverfahren | Forecasting model |
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