Forecasting exchange rates with learning : Kalman filter versus martingale
Year of publication: |
1991
|
---|---|
Authors: | Eun, Cheol S. |
Other Persons: | Ha, Inbong (contributor) |
Published in: |
Advances in investment analysis and portfolio management : a research annual. - Amsterdam [u.a.] : JAI, ZDB-ID 1116041-X. - Vol. 1.1991, p. 13-24
|
Subject: | Wechselkurs | Exchange rate | Prognoseverfahren | Forecasting model | 1974-1983 |
-
Leoni, Wolfgang, (1990)
-
Short-term financial forecasting using ANN adaptive predictors in cascade
Dobrescu, Emilian, (2014)
-
Modeling and forecasting the exchange rate in Romania
Bratu, Mihaela, (2011)
- More ...
-
Information content of dividends and share repurchases
Ha, Inbong, (2011)
-
Information content of dividends and share repurchases
Ha, Inbong, (2011)
-
International diversification of investment portfolios: U.S. & Japanese perspectives
Eun, Cheol S., (1991)
- More ...