Why is it so difficult to outperform the random walk? : an application of the Meese-Rogoff puzzle to stock prices
Imad Moosa and John Vaz
| Year of publication: |
2015
|
|---|---|
| Authors: | Moosa, Imad A. ; Vaz, John |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 47.2015, 4/6, p. 398-407
|
| Subject: | stock prices | forecasting | random walks | Meese-Rogoff | stock price models | Börsenkurs | Share price | Random Walk | Random walk | Prognoseverfahren | Forecasting model | Wechselkurs | Exchange rate | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation |
| 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/10010463372