Is a random walk the best exchange rate predictor?
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Bibliographic InfoArticle provided by Elsevier in its journal International Journal of Forecasting.
Volume (Year): 13 (1997)
Issue (Month): 2 (June)
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Web page: http://www.elsevier.com/locate/ijforecast
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"Nonparametric exchange rate prediction?,"
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- De Gooijer, Jan G. & Hyndman, Rob J., 2006. "25 years of time series forecasting," International Journal of Forecasting, Elsevier, vol. 22(3), pages 443-473.
- Lisi, Francesco & Schiavo, Rosa A., 1999. "A comparison between neural networks and chaotic models for exchange rate prediction," Computational Statistics & Data Analysis, Elsevier, vol. 30(1), pages 87-102, March.
- Oscar Bajo-Rubio & Simón Sosvilla-Rivero & Fernando Fernández-Rodríguez, . "Non-Linear Forecasting Methods: Some Applications to the Analysis of Financial Series," Working Papers 2002-01, FEDEA.
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