𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Real-Time Trading Models and the Statistical Properties of Foreign Exchange Rates

✍ Scribed by GenÇay Ramazan; Ballocchi Giuseppe; Dacorogna Michel; Olsen Richard; Pictet Olivier

Book ID
108563921
Publisher
John Wiley and Sons
Year
2002
Tongue
English
Weight
179 KB
Volume
43
Category
Article
ISSN
0020-6598

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

A general equilibrium analysis of foreig
A general equilibrium analysis of foreign direct investment and the real exchange rate
✍ Milind M. Shrikhande 📂 Article 📅 2002 🏛 John Wiley and Sons 🌐 English ⚖ 177 KB 👁 1 views

## Abstract Modern theories of foreign direct investment claim that foreign direct investment occurs because certain domestic assets are worth more under foreign control. This view developed by industrial organization theorists is indifferent to the financing mode of a foreign acquisition as well a

Estimation and testing of ARFIMA models
Estimation and testing of ARFIMA models in the real exchange rate
✍ L.A. Gil-Alana; J. Toro 📂 Article 📅 2002 🏛 John Wiley and Sons 🌐 English ⚖ 172 KB 👁 1 views

## Abstract The Purchasing Power Parity (PPP) hypothesis is one of the most important theoretical relationships in international economics. However, its empirical support remains controversial. We propose an alternative way of modelling the real exchange rate in five industrialized countries in rel

Forecast Evaluation of Nonlinear Models:
Forecast Evaluation of Nonlinear Models: The Case of Long-Span Real Exchange Rates
✍ Efthymios G. Pavlidis; Ivan Paya; David A. Peel 📂 Article 📅 2011 🏛 John Wiley and Sons 🌐 English ⚖ 133 KB 👁 1 views

## ABSTRACT This paper deals with the nonlinear modeling and forecasting of the dollar–sterling and franc–sterling real exchange rates using long spans of data. Our contribution is threefold. First, we provide significant evidence of smooth transition dynamics in the series by employing a battery o