Craig, Ben R. (contributor); Keller, Joachim G. (contributor) - 2004 - [Elektronische Ressource]
.2
1.6
2.0
2.4
2.8
3.2
3.6
84 86 88 90 92 94 96 98 00
Deutschmark / US-Dollar
Non-rejection area
(180 days) forecasting … horizon
black bars: starting date of acceptance area
1.2
1.6
2.0
2.4
2.8
3.2
3.6
84 86 88 90 92 94 96 98 00
Deutschmark / US-Dollar ….8
3.2
3.6
84 86 88 90 92 94 96 98 00
Deutschmark / US-Dollar
90 days forecasting model (0.05 p-value difference)
(time …