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Forecasting foreign exchange rates using idiosyncratic volatility

✍ Scribed by Hui Guo; Robert Savickas

Book ID: 116615124
Publisher: Elsevier Science
Year: 2008
Tongue: English
Weight: 183 KB
Volume: 32
Category: Article
ISSN: 0378-4266
DOI: 10.1016/j.jbankfin.2007.11.006

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## Abstract Forecasting currency exchange rates is an important financial problem that has received much attention especially because of its intrinsic difficulty and practical applications. The statistical distribution of foreign exchange rates and their linear unpredictability are recurrent themes

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