LEARNING, THE FORWARD PREMIUM PUZZLE, AND MARKET EFFICIENCY (Q3397762): Difference between revisions
From MaRDI portal
Set profile property. |
ReferenceBot (talk | contribs) Changed an Item |
||
Property / cites work | |||
Property / cites work: ARE EXCHANGE RATES REALLY RANDOM WALKS? SOME EVIDENCE ROBUST TO PARAMETER INSTABILITY / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: A simple recursive forecasting model / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Tests for Parameter Instability and Structural Change With Unknown Change Point / rank | |||
Normal rank |
Latest revision as of 23:31, 1 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | LEARNING, THE FORWARD PREMIUM PUZZLE, AND MARKET EFFICIENCY |
scientific article |
Statements
LEARNING, THE FORWARD PREMIUM PUZZLE, AND MARKET EFFICIENCY (English)
0 references
25 September 2009
0 references
Forward Exchange Rate
0 references
spot exchange rate
0 references
constant-gain recursive least squares learning
0 references
fundamentals
0 references
structural change
0 references