## Abstract At what forecast horizon is one time series more predictable than another? This paper applies the DieboldβKilian conditional predictability measure to assess the outβofβsample performance of three alternative models of daily GBP/USD and DEM/USD exchange rate returns. Predictability is d
β¦ LIBER β¦
Time-series properties and predictability of Greek exchange rates
β Scribed by Gregory Koutmos; Panayiotis Theodossiou
- Book ID
- 112143265
- Publisher
- John Wiley and Sons
- Year
- 1994
- Tongue
- English
- Weight
- 748 KB
- Volume
- 15
- Category
- Article
- ISSN
- 0143-6570
No coin nor oath required. For personal study only.
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