Timing foreign exchange markets
Year of publication: |
2016
|
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Authors: | Malone, Samuel W. ; Gramacy, Robert B. ; ter Horst, Enrique |
Published in: |
Econometrics. - Basel : MDPI, ISSN 2225-1146. - Vol. 4.2016, 1, p. 1-23
|
Publisher: |
Basel : MDPI |
Subject: | foreign exchange | speculation | Bayesian treed Gaussian process | Anatolyev-Gerko statistic | Giacomini-White statistic |
Type of publication: | Article |
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Type of publication (narrower categories): | Article |
Language: | English |
Other identifiers: | 10.3390/econometrics4010015 [DOI] 863433863 [GVK] hdl:10419/171868 [Handle] |
Classification: | F31 - Foreign Exchange ; G15 - International Financial Markets ; G17 - Financial Forecasting |
Source: |
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Timing foreign exchange markets
Malone, Samuel W., (2016)
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Jump Processes in Exchange Rates Modeling
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Tornell, Aaron, (2013)
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Timing foreign exchange markets
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