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Predicting Exchange Rates Out of Sample: Can Economic Fundamentals Beat the Random Walk?
Li, Jiahan
;
Tsiakas, Ilias
;
Wang, Wei
-
Rimini Centre for Economic Analysis (RCEA)
-
2014
is estimating the kitchen-sink regression with the
elastic-net
shrinkage method, which improves performance by reducing …
Persistent link: https://www.econbiz.de/10010748422
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