Fundamentals and exchange rate prediction revisited
Year of publication: |
December 2015
|
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Authors: | Wang, Yi-Chiuan ; Wu, Jyh-lin |
Published in: |
Journal of money, credit and banking : JMCB. - Malden, Mass. [u.a.] : Wiley-Blackwell, ISSN 0022-2879, ZDB-ID 218362-6. - Vol. 47.2015, 8, p. 1651-1671
|
Subject: | independent components | principal components | random walk | exchange rates | out-of-sample prediction | Wechselkurs | Exchange rate | Prognoseverfahren | Forecasting model | Random Walk | Random walk | Theorie | Theory | Zeitreihenanalyse | Time series analysis |
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