An assessment of the economic value of non-linear foreign exchange rate forecasts
Year of publication: |
1995
|
---|---|
Authors: | Satchell, Stephen |
Other Persons: | Timmermann, Allan (contributor) |
Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 14.1995, 6, p. 477-497
|
Subject: | Wechselkurs | Exchange rate | Prognoseverfahren | Forecasting model | Mathematische Optimierung | Mathematical programming | Theorie | Theory |
-
Deng, Shangkun, (2015)
-
Sermpinis, Georgios, (2013)
-
A genetic programming approach for EUR/USD exchange rate forecasting and trading
Vasilakis, Georgios A., (2013)
- More ...
-
Satchell, Stephen, (1993)
-
On the optimality of adaptive expectations : Muth revisited
Satchell, Stephen, (1995)
-
Satchell, Stephen, (1994)
- More ...