Predicting exchange rates out of sample : can economic fundamentals beat the random walk?
Jiahan Li; Ilias Tsiakas; Wei Wang
| Year of publication: |
2015
|
|---|---|
| Authors: | Li, Jiahan ; Tsiakas, Ilias ; Wang, Wei |
| Published in: |
Journal of financial econometrics : official journal of the Society for Financial Econometrics. - Oxford : Univ. Press, ISSN 1479-8409, ZDB-ID 2160581-6. - Vol. 13.2015, 2, p. 293-341
|
| Subject: | exchange rates | out-of-sample forecasting | elastic net | combined forecasts | Wechselkurs | Exchange rate | Prognoseverfahren | Forecasting model | Theorie | Theory | Random Walk | Random walk | Prognose | Forecast |
| Extent: | graph. Darst. |
|---|---|
| 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/10011339312