The efficiency of the forward exchange market : a conditional nonparametric test of forecasting ability
Roy D. Henriksson ; Donald R. Lessard
| Year of publication: |
1982
|
|---|---|
| Authors: | Henriksson, Roy D. ; Lessard, Donald R. |
| Publisher: |
Cambridge, Mass. |
| Subject: | Effizienzmarkthypothese | Efficient market hypothesis | Währungsderivat | Currency derivative | Prognoseverfahren | Forecasting model | Theorie | Theory | Schätzung | Estimation | Welt | World | 1977-1980 |
| Description of contents: | Description [hdl.handle.net] |
| Extent: | 30 S |
|---|---|
| Series: | Working paper / Alfred P. Sloan School of Management, Massachusetts Institute of Technology : WP. - Cambridge, Mass., ZDB-ID 268586-3. |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000878743