Why is it so difficult to outperform the random walk in exchange rate forecasting?
Imad Moosa
| Year of publication: |
2013
|
|---|---|
| Authors: | Moosa, Imad A. |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 45.2013, 22/24, p. 3340-3346
|
| Subject: | forecasting | random walk | exchange rate models | direction accuracy | Wechselkurs | Exchange rate | Prognoseverfahren | Forecasting model | Random Walk | Random walk | Zeitreihenanalyse | Time series analysis | Theorie | Theory | 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/10010345416