Bootstrap Predictability of Daily Exchange Rates in ARMA Models
AbstractNo abstract is available for this item.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
Bibliographic InfoPaper provided by Warwick Business School, Financial Econometrics Research Centre in its series Working Papers with number wp99-05.
Date of creation: 1999
Date of revision:
Contact details of provider:
Postal: Coventry, CV4 7AL
Phone: +44 (0)24 76524118
Fax: +44 (0)24 76524167
Web page: http://www2.warwick.ac.uk/fac/soc/wbs/research/wfri/rsrchcentres/ferc/
More information through EDIRC
You can help add them by filling out this form.
reading list or among the top items on IDEAS.Access and download statistics
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Ingmar Nolte).
If references are entirely missing, you can add them using this form.