Why is it so difficult to beat the random walk forecast of exchange rates?:
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Bibliographic Details
Main Authors: Kilian, Lutz (Author), Taylor, Mark P. 1958- (Author)
Format: Book
Language:English
Published: Frankfurt am Main Europ. Central Bank 2001
Series:Working paper series / European Central Bank 88
Subjects:
Links:http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=009657610&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA
Item Description:Literaturverz. S. 32 - 34
Physical Description:55 S. graph. Darst.