مرکز منطقه ای اطلاع رساني علوم و فناوري - Is a random walk the best exchange rate predictor?

Title of article :

Is a random walk the best exchange rate predictor?

Author/Authors :

Francesco Lisi، نويسنده , , Alfredo Medio، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 1997

Pages :

From page :

255

To page :

267

Keywords :

Nonlinearity , Forecasting comparison , Exchange rates , Time series

Journal title :

International Journal of Forecasting

Serial Year :

1997

Journal title :

International Journal of Forecasting

Record number :

178719

Link To Document :