𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Cross-correlations and cross-bicorrelations in Sterling exchange rates

✍ Scribed by Chris Brooks; Melvin J Hinich

Book ID
117628330
Publisher
Elsevier Science
Year
1999
Tongue
English
Weight
120 KB
Volume
6
Category
Article
ISSN
0927-5398

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

Bicorrelations and cross-bicorrelations
Bicorrelations and cross-bicorrelations as non-linearity tests and tools for exchange rate forecasting
✍ Chris Brooks; Melvin J. Hinich πŸ“‚ Article πŸ“… 2001 πŸ› John Wiley and Sons 🌐 English βš– 242 KB

This paper proposes and implements a new methodology for forecasting time series, based on bicorrelations and cross-bicorrelations. It is shown that the forecasting technique arises as a natural extension of, and as a complement to, existing univariate and multivariate non-linearity tests. The formu