Linear and nonlinear (non-)forecastability of high frequency exchange rates
by Chris Brooks
| Year of publication: |
1996
|
|---|---|
| Authors: | Brooks, Chris |
| Institutions: | Centre for Quantitative Economics & Computing (contributor) |
| Publisher: |
Reading : Centre for Quantitative Economics & Computing |
| Subject: | Wechselkurs | Exchange rate | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Volatilität | Volatility | Schätzung | Estimation | US-Dollar | US dollar | Nichtlineare Regression | Nonlinear regression |
| Extent: | 27 S |
|---|---|
| Series: | Discussion papers in quantitative economics and computing / E. - Reading, ZDB-ID 2553769-6. |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Literaturverz. S. 21 - 27 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000944084