Predicting Exchange Rates Out of Sample: Can Economic Fundamentals Beat the Random Walk?
Author(s) -
Jiahan Li,
Ilias Tsiakas,
Wei Wang
Publication year - 2014
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.2394798
Subject(s) - random walk , beat (acoustics) , econometrics , statistics , economics , mathematics , physics , acoustics
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