Why is it so difficult to beat the random walk forecast of exchange rates?
| Year of publication: |
2003
|
|---|---|
| Authors: | Kilian, Lutz ; Taylor, Mark P. |
| Published in: |
Journal of International Economics. - Elsevier, ISSN 0022-1996. - Vol. 60.2003, 1, p. 85-107
|
| Publisher: |
Elsevier |