Why is it so difficult to beat the random walk forecast of exchange rates?:
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
London
Centre for Economic Policy Research
2001
|
| Series: | Discussion paper series / Centre for Economic Policy Research
3024 : International macroeconomics |
| Subjects: | |
| Physical Description: | 26, [13] S. graph. Darst. |
Staff View
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| id | DE-604.BV014235136 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T19:00:05Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-009758862 |
| oclc_num | 48585951 |
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| physical | 26, [13] S. graph. Darst. |
| publishDate | 2001 |
| publishDateSearch | 2001 |
| publishDateSort | 2001 |
| publisher | Centre for Economic Policy Research |
| record_format | marc |
| series2 | Discussion paper series / Centre for Economic Policy Research |
| spelling | Kilian, Lutz Verfasser (DE-588)130444812 aut Why is it so difficult to beat the random walk forecast of exchange rates? Lutz Kilian ; Mark P. Taylor London Centre for Economic Policy Research 2001 26, [13] S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Discussion paper series / Centre for Economic Policy Research 3024 : International macroeconomics Foreign exchange Rates Forecasting Random walks (Mathematics) Wechselkursänderung (DE-588)4129405-1 gnd rswk-swf Prognose (DE-588)4047390-9 gnd rswk-swf Wechselkursänderung (DE-588)4129405-1 s Prognose (DE-588)4047390-9 s DE-604 Taylor, Mark P. 1958- Verfasser (DE-588)123992125 aut Erscheint auch als Online-Ausgabe Centre for Economic Policy Research Discussion paper series 3024 : International macroeconomics (DE-604)BV023545932 3024 |
| spellingShingle | Kilian, Lutz Taylor, Mark P. 1958- Why is it so difficult to beat the random walk forecast of exchange rates? Foreign exchange Rates Forecasting Random walks (Mathematics) Wechselkursänderung (DE-588)4129405-1 gnd Prognose (DE-588)4047390-9 gnd |
| subject_GND | (DE-588)4129405-1 (DE-588)4047390-9 |
| title | Why is it so difficult to beat the random walk forecast of exchange rates? |
| title_auth | Why is it so difficult to beat the random walk forecast of exchange rates? |
| title_exact_search | Why is it so difficult to beat the random walk forecast of exchange rates? |
| title_full | Why is it so difficult to beat the random walk forecast of exchange rates? Lutz Kilian ; Mark P. Taylor |
| title_fullStr | Why is it so difficult to beat the random walk forecast of exchange rates? Lutz Kilian ; Mark P. Taylor |
| title_full_unstemmed | Why is it so difficult to beat the random walk forecast of exchange rates? Lutz Kilian ; Mark P. Taylor |
| title_short | Why is it so difficult to beat the random walk forecast of exchange rates? |
| title_sort | why is it so difficult to beat the random walk forecast of exchange rates |
| topic | Foreign exchange Rates Forecasting Random walks (Mathematics) Wechselkursänderung (DE-588)4129405-1 gnd Prognose (DE-588)4047390-9 gnd |
| topic_facet | Foreign exchange Rates Forecasting Random walks (Mathematics) Wechselkursänderung Prognose |
| volume_link | (DE-604)BV023545932 |
| work_keys_str_mv | AT kilianlutz whyisitsodifficulttobeattherandomwalkforecastofexchangerates AT taylormarkp whyisitsodifficulttobeattherandomwalkforecastofexchangerates |