Error correction modelling and dynamic specifications as a conduit to outperforming the random walk in exchange rate forecasting
Imad Moosa and Kelly Burns
| Year of publication: |
2014
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|---|---|
| Authors: | Moosa, Imad A. ; Burns, Kelly |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 46.2014, 25/27, p. 3107-3118
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| Subject: | forecasting | random walk | exchange rate models | error correction models | Wechselkurs | Exchange rate | Random Walk | Random walk | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Kointegration | Cointegration | Schätztheorie | Estimation theory | Devisenmarkt | Foreign exchange market |
| 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/10010418113