Do Euro exchange rates follow a martingale? Some out-of-sample evidence
Year of publication: |
2008
|
---|---|
Authors: | Yang, Jian ; Xiaojing Su ; Kolari, James W. |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 32.2008, 5, p. 729-740
|
Subject: | Wechselkurs | Exchange rate | Euro | Martingal | Martingale | Neuronale Netze | Neural networks | Welt | World |
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