The behaviour of betting and currency markets on the night of the EU referendum
Tom Auld, Oliver Linton
| Year of publication: |
2019
|
|---|---|
| Authors: | Auld, Tom ; Linton, Oliver |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 35.2019, 1, p. 371-389
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| Subject: | Bayesian methods | Cointegration | Efficient markets hypothesis | EU referendum | Exchange rates | Machine learning | Pairs trading | Prediction markets | Devisenmarkt | Foreign exchange market | Wechselkurs | Exchange rate | Effizienzmarkthypothese | Efficient market hypothesis | Prognoseverfahren | Forecasting model | Referendum | Kointegration | Künstliche Intelligenz | Artificial intelligence |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Corrigendum enthalten in International journal of forecasting, Volume 39, issue 4 (October-December 2023), Seite 1945-1948 Erratum enthalten in: International journal of forecasting, Volume 37, issue 3 (July/September 2021), Seite 1314-1315 |
| Other identifiers: | 10.1016/j.ijforecast.2018.07.014 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012300656