The unbeatable random walk in exchange rate forecasting : reality or myth?
Imad Moosa; Kelly Burns
| Year of publication: |
2014
|
|---|---|
| Authors: | Moosa, Imad A. ; Burns, Kelly |
| Published in: |
Journal of macroeconomics. - Amsterdam [u.a.] : Elsevier, ISSN 0164-0704, ZDB-ID 796245-9. - Vol. 40.2014, p. 69-81
|
| Subject: | Forecasting | Random walk | Exchange rate models | Direction accuracy | Monetary model | Wechselkurs | Exchange rate | Prognoseverfahren | Forecasting model | Random Walk | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Prognose | Forecast |
| 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/10010495751