Testing the independence of forecast errors in the forward foreign exchange market using Markov chains : A cross-country comparison
| Year of publication: |
1987
|
|---|---|
| Authors: | Gregory, Allan W. ; Sampson, Michael |
| Published in: |
International Journal of Forecasting. - Elsevier, ISSN 0169-2070. - Vol. 3.1987, 1, p. 97-113
|
| Publisher: |
Elsevier |