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Heterogeneous Expectations, Exchange Rate Dynamics and Predictability

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  • Manzan, S.

    (Universiteit van Amsterdam)

  • Westerhoff, F.

    (University of Osnabrueck)

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  • Manzan, S. & Westerhoff, F., 2002. "Heterogeneous Expectations, Exchange Rate Dynamics and Predictability," CeNDEF Working Papers 02-14, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
    • Handle: RePEc:ams:ndfwpp:02-14
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    9. Diebold, Francis X & Mariano, Roberto S, 2002. "Comparing Predictive Accuracy," Journal of Business & Economic Statistics, American Statistical Association, vol. 20(1), pages 134-144, January.
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