Can exchange rate models outperform the random walk? Magnitude, direction and profitability as criteria - I modelli di tasso cambio possono battere la “random walk”? Grandezza, direzione e profittabilità come criteri di comparazione
Year of publication: |
2012
|
---|---|
Authors: | Moosa, EImad A. ; Burns, Kelly |
Published in: |
Economia Internazionale / International Economics. - Camera di Commercio di Genova. - Vol. 65.2012, 3, p. 473-490
|
Publisher: |
Camera di Commercio di Genova |
Subject: | Direction Accuracy | Exchange Rate Models | Forecasting Random Walk |
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