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 6339414. - Vol. 22.2007, 5, p. 855-890
|